+49.3%
MRK vs WST
-15.5%
+64.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +15.5% | -4.6% | +20.1% | +16.1% |
| 3M | +25.1% | +5.7% | +19.4% | +24.3% |
| 6M | +30.1% | +37.6% | -7.5% | +25.4% |
| YTD | +43.1% | +23.0% | +20.1% | +39.4% |
| 1Y | +82.5% | +33.8% | +48.6% | +76.1% |
| 3Y | +49.3% | -13.4% | +62.7% | +44.6% |
| All | +49.3% | -15.5% | +64.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling