+227.3%
MRK vs WST
+452.9%
-225.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +1.2% | +12.4% | -11.2% | -0.7% |
| 3M | +13.5% | +17.6% | -4.1% | +10.6% |
| 6M | +34.0% | +28.3% | +5.7% | +28.6% |
| YTD | +42.7% | +50.5% | -7.8% | +33.1% |
| 1Y | +66.6% | +49.4% | +17.2% | +55.5% |
| 3Y | +59.1% | +21.9% | +37.2% | +47.0% |
| 5Y | +104.1% | +0.4% | +103.8% | +94.7% |
| 10Y | +227.3% | +451.5% | -224.2% | +94.9% |
| All | +227.3% | +452.9% | -225.5% | +94.9% |
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