+102.9%
GSK vs WAT
+230.7%
-127.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +7.8% | +9.0% | -1.1% | +5.8% |
| 3M | +0.3% | +13.5% | -13.2% | -2.4% |
| 6M | +3.4% | +35.3% | -31.8% | -3.3% |
| YTD | +5.9% | +24.0% | -18.1% | +0.2% |
| 1Y | +8.2% | +22.0% | -13.7% | +2.7% |
| 3Y | +65.3% | +84.0% | -18.7% | +39.6% |
| 5Y | +43.3% | +34.4% | +9.0% | +28.0% |
| 10Y | +102.9% | +231.4% | -128.5% | +40.5% |
| All | +102.9% | +230.7% | -127.8% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling