+428.4%
MRK vs WTW
+1,101.3%
-672.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.1% |
| 7D | -5.0% | -7.8% | +2.8% | -2.9% |
| 30D | +11.0% | -7.9% | +18.8% | +13.4% |
| 3M | +22.4% | +19.9% | +2.4% | +16.0% |
| 6M | +25.4% | +9.8% | +15.6% | +21.3% |
| YTD | +39.5% | -3.3% | +42.8% | +39.3% |
| 1Y | +78.0% | -3.3% | +81.3% | +77.6% |
| 3Y | +45.5% | +61.5% | -16.0% | +24.3% |
| 5Y | +130.3% | +42.6% | +87.7% | +101.1% |
| 10Y | +229.8% | +197.1% | +32.8% | +127.1% |
| All | +428.4% | +1,101.3% | -672.9% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling