+49.4%
GSK vs WAB
+228.6%
-179.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -4.2% | +1.7% | -5.8% | -4.5% |
| 30D | -7.5% | -2.4% | -5.1% | -7.2% |
| 3M | -3.3% | +9.7% | -13.0% | -5.2% |
| 6M | -9.3% | +16.5% | -25.8% | -12.2% |
| YTD | +1.6% | +33.7% | -32.1% | -3.9% |
| 1Y | +25.5% | +49.7% | -24.2% | +16.4% |
| 3Y | +49.3% | +170.9% | -121.7% | +20.9% |
| All | +49.4% | +228.6% | -179.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling