+224.4%
MRK vs WSM
+1,071.8%
-847.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | +8.3% | -7.7% | +16.0% | +9.0% |
| 3M | +20.0% | +3.8% | +16.3% | +19.6% |
| 6M | +25.7% | +22.7% | +3.0% | +23.4% |
| YTD | +38.7% | +28.0% | +10.7% | +35.7% |
| 1Y | +74.7% | +12.7% | +62.0% | +72.4% |
| 3Y | +45.4% | +231.3% | -185.9% | +29.6% |
| 5Y | +129.0% | +177.2% | -48.2% | +104.5% |
| All | +224.4% | +1,071.8% | -847.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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