+706.7%
GSK vs WAB
+4,092.2%
-3,385.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | -2.2% | -4.4% | +2.3% | -1.5% |
| 3M | -1.8% | +7.9% | -9.7% | -3.1% |
| 6M | -10.6% | +8.7% | -19.3% | -12.0% |
| YTD | +4.4% | +33.0% | -28.6% | -0.2% |
| 1Y | +30.4% | +46.7% | -16.2% | +22.7% |
| 3Y | +60.1% | +153.0% | -92.9% | +37.4% |
| 5Y | +46.8% | +222.3% | -175.5% | +20.5% |
| 10Y | +79.2% | +291.0% | -211.8% | +37.0% |
| All | +706.7% | +4,092.2% | -3,385.5% | +337.5% |
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