+133.6%
MRK vs WST
-27.5%
+161.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +12.7% | -4.3% | +17.0% | +13.2% |
| 3M | +24.2% | +0.7% | +23.5% | +24.1% |
| 6M | +27.8% | +36.0% | -8.2% | +24.0% |
| YTD | +42.2% | +22.7% | +19.5% | +39.1% |
| 1Y | +80.2% | +34.1% | +46.1% | +74.9% |
| 3Y | +48.4% | -13.6% | +61.9% | +45.0% |
| 5Y | +133.6% | -26.0% | +159.6% | +132.8% |
| All | +133.6% | -27.5% | +161.1% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling