+224.4%
MRK vs WWD
+498.2%
-273.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -4.3% | -2.6% | -1.7% | -3.8% |
| 30D | +8.3% | -6.9% | +15.2% | +9.6% |
| 3M | +20.0% | -13.0% | +33.1% | +22.6% |
| 6M | +25.7% | -12.5% | +38.1% | +27.8% |
| YTD | +38.7% | +11.8% | +26.9% | +34.8% |
| 1Y | +74.7% | +41.1% | +33.6% | +62.6% |
| 3Y | +45.4% | +163.1% | -117.7% | +20.1% |
| 5Y | +129.0% | +187.6% | -58.6% | +83.3% |
| All | +224.4% | +498.2% | -273.8% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling