+130.3%
MRK vs WWD
+187.1%
-56.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.6% |
| 30D | +11.0% | -6.6% | +17.6% | +12.0% |
| 3M | +22.4% | -9.3% | +31.7% | +23.7% |
| 6M | +25.4% | -13.6% | +39.0% | +27.4% |
| YTD | +39.5% | +10.4% | +29.1% | +36.4% |
| 1Y | +78.0% | +39.9% | +38.1% | +67.9% |
| 3Y | +45.5% | +165.0% | -119.5% | +26.6% |
| 5Y | +130.3% | +183.8% | -53.5% | +103.9% |
| All | +130.3% | +187.1% | -56.8% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling