+45.4%
MRK vs WSM
+230.1%
-184.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.9% |
| 3M | +20.0% | +3.8% | +16.3% | +19.7% |
| 6M | +25.7% | +22.7% | +3.0% | +23.7% |
| YTD | +38.7% | +28.0% | +10.7% | +36.2% |
| 1Y | +74.7% | +12.7% | +62.0% | +72.5% |
| 3Y | +45.4% | +231.3% | -185.9% | +41.8% |
| All | +45.4% | +230.1% | -184.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling