+3,036.3%
MRK vs WWD
+15,097.2%
-12,061.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +15.5% | -6.4% | +21.9% | +16.6% |
| 3M | +25.1% | -5.6% | +30.7% | +25.8% |
| 6M | +30.1% | -9.1% | +39.2% | +31.4% |
| YTD | +43.1% | +12.5% | +30.6% | +39.3% |
| 1Y | +82.5% | +41.3% | +41.1% | +70.9% |
| 3Y | +49.3% | +170.2% | -120.9% | +24.7% |
| 5Y | +130.3% | +192.5% | -62.2% | +87.0% |
| 10Y | +234.3% | +476.9% | -242.5% | +132.2% |
| All | +3,036.3% | +15,097.2% | -12,061.0% | +1,446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling