+76.7%
GSK vs WAB
+292.7%
-216.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -4.6% | -5.9% | +1.3% | -3.7% |
| 3M | -5.1% | +9.4% | -14.5% | -6.8% |
| 6M | -11.4% | +13.8% | -25.3% | -13.7% |
| YTD | +0.7% | +31.8% | -31.0% | -4.2% |
| 1Y | +23.0% | +48.5% | -25.5% | +14.7% |
| 3Y | +48.0% | +167.0% | -119.0% | +23.4% |
| 5Y | +48.2% | +222.3% | -174.1% | +18.3% |
| All | +76.7% | +292.7% | -216.0% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling