+3,767.8%
MRK vs WST
+15,134.9%
-11,367.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.3% |
| 7D | +0.7% | +4.2% | -3.5% | -0.1% |
| 30D | +0.3% | +11.2% | -11.0% | -1.8% |
| 3M | +9.7% | +20.4% | -10.7% | +5.7% |
| 6M | +32.0% | +37.9% | -5.9% | +23.7% |
| YTD | +43.3% | +51.8% | -8.5% | +31.2% |
| 1Y | +63.7% | +56.6% | +7.0% | +49.0% |
| 3Y | +58.0% | +24.2% | +33.8% | +43.1% |
| 5Y | +105.0% | +0.7% | +104.3% | +88.8% |
| 10Y | +228.6% | +456.3% | -227.6% | +100.3% |
| All | +3,767.8% | +15,134.9% | -11,367.1% | +1,167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling