+122.9%
WFC vs MRK
+128.0%
-5.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | +0.4% | -4.3% | +4.6% | +0.9% |
| 30D | +1.5% | +8.3% | -6.8% | +0.3% |
| 3M | +10.2% | +20.0% | -9.8% | +7.1% |
| 6M | +18.8% | +25.7% | -6.9% | +14.7% |
| YTD | -1.5% | +38.7% | -40.3% | -6.5% |
| 1Y | +13.5% | +74.7% | -61.1% | +4.0% |
| 3Y | +135.0% | +45.4% | +89.6% | +115.9% |
| All | +122.9% | +128.0% | -5.2% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling