+718.8%
GSK vs WAB
+4,353.8%
-3,635.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.5% | +7.9% | -7.5% | -0.7% |
| 30D | +9.4% | +4.9% | +4.6% | +8.6% |
| 3M | +1.6% | +1.8% | -0.2% | +1.1% |
| 6M | +1.3% | +12.0% | -10.7% | -0.8% |
| YTD | +6.0% | +41.3% | -35.3% | +0.2% |
| 1Y | +9.1% | +43.8% | -34.8% | +2.8% |
| 3Y | +65.4% | +171.1% | -105.7% | +40.4% |
| 5Y | +43.0% | +217.7% | -174.7% | +17.5% |
| 10Y | +103.1% | +272.3% | -169.3% | +56.2% |
| All | +718.8% | +4,353.8% | -3,635.0% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling