+129.9%
MRK vs WSM
+175.3%
-45.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +20.0% | +3.8% | +16.3% | +19.8% |
| 6M | +25.7% | +22.7% | +3.0% | +24.3% |
| YTD | +38.7% | +28.0% | +10.7% | +37.0% |
| 1Y | +74.7% | +12.7% | +62.0% | +73.2% |
| 3Y | +45.4% | +231.3% | -185.9% | +39.8% |
| All | +129.9% | +175.3% | -45.4% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling