+638.4%
MRK vs WU
-22.3%
+660.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -2.7% | -4.9% | +2.2% | -1.5% |
| 30D | +12.7% | -1.3% | +14.0% | +13.0% |
| 3M | +24.2% | -3.6% | +27.8% | +24.1% |
| 6M | +27.8% | -24.3% | +52.2% | +35.1% |
| YTD | +42.2% | -21.1% | +63.3% | +48.5% |
| 1Y | +80.2% | -10.3% | +90.5% | +81.6% |
| 3Y | +48.4% | -28.4% | +76.7% | +55.6% |
| 5Y | +133.6% | -51.2% | +184.8% | +164.6% |
| 10Y | +236.2% | -39.6% | +275.9% | +246.6% |
| All | +638.4% | -22.3% | +660.7% | +531.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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