+236.2%
MRK vs WST
+325.7%
-89.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +12.7% | -4.3% | +17.0% | +13.5% |
| 3M | +24.2% | +0.7% | +23.5% | +24.0% |
| 6M | +27.8% | +36.0% | -8.2% | +21.4% |
| YTD | +42.2% | +22.7% | +19.5% | +37.1% |
| 1Y | +80.2% | +34.1% | +46.1% | +71.1% |
| 3Y | +48.4% | -13.6% | +61.9% | +45.4% |
| 5Y | +133.6% | -26.0% | +159.6% | +136.8% |
| 10Y | +236.2% | +335.8% | -99.5% | +115.3% |
| All | +236.2% | +325.7% | -89.4% | +115.3% |
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