+224.4%
MRK vs WMB
+307.8%
-83.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.3% | -1.0% | -3.2% | -4.1% |
| 30D | +8.3% | -0.4% | +8.7% | +8.2% |
| 3M | +20.0% | +3.2% | +16.8% | +19.2% |
| 6M | +25.7% | +0.1% | +25.6% | +25.3% |
| YTD | +38.7% | +23.9% | +14.9% | +33.7% |
| 1Y | +74.7% | +27.6% | +47.1% | +67.2% |
| 3Y | +45.4% | +141.9% | -96.6% | +23.1% |
| 5Y | +129.0% | +273.8% | -144.7% | +77.6% |
| All | +224.4% | +307.8% | -83.4% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling