+126.3%
WFC vs MRK
+60.2%
+66.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +7.0% | +0.3% | +6.7% | +7.0% |
| 3M | -1.8% | +9.7% | -11.4% | -2.3% |
| 6M | +18.4% | +32.0% | -13.6% | +16.2% |
| YTD | -5.6% | +43.3% | -48.9% | -7.9% |
| 1Y | +3.9% | +63.7% | -59.8% | +0.7% |
| 3Y | +126.3% | +58.0% | +68.3% | +121.3% |
| All | +126.3% | +60.2% | +66.2% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling