+3,746.6%
MRK vs WST
+14,947.6%
-11,201.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -0.9% |
| 30D | +3.5% | +10.7% | -7.2% | +1.5% |
| 3M | +11.2% | +16.8% | -5.6% | +7.8% |
| 6M | +32.5% | +32.0% | +0.5% | +25.3% |
| YTD | +42.5% | +49.9% | -7.4% | +30.8% |
| 1Y | +65.4% | +50.6% | +14.8% | +51.7% |
| 3Y | +58.8% | +21.4% | +37.4% | +44.5% |
| 5Y | +103.9% | -0.6% | +104.4% | +88.2% |
| 10Y | +226.8% | +449.4% | -222.6% | +99.7% |
| All | +3,746.6% | +14,947.6% | -11,201.0% | +1,163.6% |
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