+3,812.0%
MRK vs WST
+12,330.1%
-8,518.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +17.1% | -3.1% | +20.3% | +17.9% |
| 3M | +25.9% | +7.2% | +18.7% | +24.1% |
| 6M | +26.8% | +36.8% | -10.0% | +18.8% |
| YTD | +44.9% | +23.8% | +21.1% | +38.2% |
| 1Y | +84.8% | +37.8% | +47.1% | +72.3% |
| 3Y | +50.1% | -15.9% | +66.0% | +46.9% |
| 5Y | +127.4% | -25.8% | +153.2% | +123.2% |
| 10Y | +240.0% | +319.6% | -79.6% | +119.1% |
| All | +3,812.0% | +12,330.1% | -8,518.1% | +1,234.8% |
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 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