+100.3%
GILD vs W
+173.8%
-73.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -4.8% | -0.9% | -4.0% | -4.8% |
| 30D | +5.8% | -4.2% | +10.0% | +6.0% |
| 3M | +14.9% | +26.9% | -12.0% | +13.4% |
| 6M | -0.4% | +31.2% | -31.6% | -2.1% |
| YTD | +18.5% | -1.8% | +20.4% | +17.7% |
| 1Y | +25.1% | +9.3% | +15.8% | +23.2% |
| 3Y | +105.9% | +33.2% | +72.7% | +96.2% |
| 5Y | +143.0% | -62.4% | +205.4% | +135.3% |
| 10Y | +162.4% | +158.2% | +4.2% | +120.5% |
| All | +100.3% | +173.8% | -73.5% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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