+3,763.3%
MRK vs WSM
+34,818.5%
-31,055.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.2% |
| 30D | +15.5% | -9.5% | +25.0% | +16.5% |
| 3M | +25.1% | +12.9% | +12.2% | +23.5% |
| 6M | +30.1% | +23.0% | +7.0% | +27.2% |
| YTD | +43.1% | +28.9% | +14.2% | +39.2% |
| 1Y | +82.5% | +13.7% | +68.8% | +79.4% |
| 3Y | +49.3% | +232.6% | -183.3% | +29.6% |
| 5Y | +130.3% | +185.9% | -55.6% | +98.6% |
| 10Y | +234.3% | +998.6% | -764.3% | +140.0% |
| All | +3,763.3% | +34,818.5% | -31,055.2% | +1,641.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling