+723.1%
GSK vs WAB
+4,316.0%
-3,592.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +1.1% | +5.1% | -3.9% | +0.4% |
| 30D | +6.3% | +4.0% | +2.3% | +5.6% |
| 3M | +1.8% | +0.1% | +1.7% | +1.6% |
| 6M | +1.7% | +12.8% | -11.1% | -0.6% |
| YTD | +6.5% | +40.1% | -33.5% | +0.8% |
| 1Y | +9.5% | +46.4% | -36.9% | +2.9% |
| 3Y | +65.3% | +167.4% | -102.1% | +40.7% |
| 5Y | +43.7% | +215.0% | -171.3% | +18.3% |
| 10Y | +104.1% | +269.2% | -165.1% | +57.2% |
| All | +723.1% | +4,316.0% | -3,592.9% | +342.3% |
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