+229.0%
MRK vs WST
+449.7%
-220.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -0.7% |
| 30D | +3.5% | +10.7% | -7.2% | +1.9% |
| 3M | +11.2% | +16.8% | -5.6% | +8.5% |
| 6M | +32.5% | +32.0% | +0.5% | +26.6% |
| YTD | +42.5% | +49.9% | -7.4% | +33.0% |
| 1Y | +65.4% | +50.6% | +14.8% | +54.2% |
| 3Y | +58.8% | +21.4% | +37.4% | +46.9% |
| 5Y | +103.9% | -0.6% | +104.4% | +94.9% |
| All | +229.0% | +449.7% | -220.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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