+230.8%
MRK vs WMB
+282.5%
-51.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.7% | +7.8% | -7.1% | -0.4% |
| 30D | +0.3% | -5.1% | +5.4% | +0.9% |
| 3M | +9.7% | -4.7% | +14.4% | +10.1% |
| 6M | +32.0% | -7.4% | +39.4% | +33.0% |
| YTD | +43.3% | +17.5% | +25.8% | +38.9% |
| 1Y | +63.7% | +19.5% | +44.2% | +58.2% |
| 3Y | +58.0% | +121.3% | -63.3% | +35.7% |
| 5Y | +105.0% | +200.5% | -95.5% | +65.2% |
| All | +230.8% | +282.5% | -51.7% | +144.6% |
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