+129.9%
MRK vs WTW
+42.0%
+87.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -4.3% | -5.7% | +1.5% | -3.1% |
| 30D | +8.3% | -7.3% | +15.5% | +9.9% |
| 3M | +20.0% | +21.5% | -1.4% | +15.2% |
| 6M | +25.7% | +9.6% | +16.0% | +22.8% |
| YTD | +38.7% | -3.3% | +42.0% | +39.0% |
| 1Y | +74.7% | -6.1% | +80.8% | +76.0% |
| 3Y | +45.4% | +61.8% | -16.5% | +29.9% |
| All | +129.9% | +42.0% | +87.9% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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