+18,420.3%
WDC vs MRK
+3,807.5%
+14,612.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +7.5% | -2.7% | +10.2% | +8.5% |
| 30D | +10.1% | +12.7% | -2.6% | +4.7% |
| 3M | -6.8% | +24.2% | -31.1% | -15.4% |
| 6M | +84.1% | +27.8% | +56.3% | +64.8% |
| YTD | +180.3% | +42.2% | +138.0% | +140.8% |
| 1Y | +411.1% | +80.2% | +330.9% | +299.5% |
| 3Y | +1,375.0% | +48.4% | +1,326.6% | +1,105.7% |
| 5Y | +991.6% | +133.6% | +858.0% | +624.7% |
| 10Y | +1,309.1% | +236.2% | +1,072.8% | +708.7% |
| All | +18,420.3% | +3,807.5% | +14,612.8% | +2,328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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