+8,627.7%
WFC vs MRK
+3,881.6%
+4,746.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +3.8% | +1.3% | +2.4% | +3.3% |
| 30D | +1.5% | +17.1% | -15.7% | -5.0% |
| 3M | +10.9% | +25.9% | -15.0% | +0.6% |
| 6M | +8.4% | +26.8% | -18.4% | -2.1% |
| YTD | -1.9% | +44.9% | -46.8% | -16.2% |
| 1Y | +12.3% | +84.8% | -72.5% | -13.5% |
| 3Y | +132.3% | +50.1% | +82.2% | +88.9% |
| 5Y | +130.1% | +127.4% | +2.7% | +54.8% |
| 10Y | +134.4% | +240.0% | -105.6% | +33.1% |
| All | +8,627.7% | +3,881.6% | +4,746.1% | +1,383.8% |
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