+13.1%
GSK vs WAB
+46.5%
-33.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.8% |
| 7D | +4.9% | +4.5% | +0.4% | +4.1% |
| 30D | +9.9% | +1.1% | +8.8% | +9.7% |
| 3M | +0.2% | -1.3% | +1.4% | +0.5% |
| 6M | +2.3% | +12.7% | -10.4% | -2.0% |
| YTD | +7.1% | +38.7% | -31.6% | -4.1% |
| 1Y | +13.1% | +44.9% | -31.8% | +0.2% |
| All | +13.1% | +46.5% | -33.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling