+8,296.9%
WFC vs MRK
+3,836.7%
+4,460.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | +7.0% | +0.3% | +6.7% | +6.7% |
| 3M | -1.8% | +9.7% | -11.4% | -5.9% |
| 6M | +18.4% | +32.0% | -13.6% | +5.1% |
| YTD | -5.6% | +43.3% | -48.9% | -19.3% |
| 1Y | +3.9% | +63.7% | -59.8% | -15.8% |
| 3Y | +126.3% | +58.0% | +68.3% | +79.8% |
| 5Y | +91.1% | +105.0% | -13.9% | +34.7% |
| 10Y | +118.5% | +228.6% | -110.1% | +25.5% |
| All | +8,296.9% | +3,836.7% | +4,460.3% | +1,329.7% |
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