+76.7%
GSK vs WAT
+166.5%
-89.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -5.4% | -2.9% | -2.5% | -4.8% |
| 30D | -4.6% | -3.2% | -1.4% | -4.0% |
| 3M | -5.1% | +10.6% | -15.7% | -7.2% |
| 6M | -11.4% | +34.0% | -45.5% | -17.3% |
| YTD | +0.7% | +5.7% | -5.0% | -1.4% |
| 1Y | +23.0% | +37.1% | -14.0% | +13.8% |
| 3Y | +48.0% | +52.4% | -4.4% | +30.1% |
| 5Y | +48.2% | -4.4% | +52.6% | +43.6% |
| All | +76.7% | +166.5% | -89.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling