+78.6%
GSK vs WAT
+168.6%
-90.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -5.9% | -1.7% | -4.2% | -5.6% |
| 3M | -4.3% | +9.1% | -13.3% | -6.1% |
| 6M | -10.8% | +32.4% | -43.2% | -16.5% |
| YTD | +1.8% | +6.6% | -4.8% | -0.5% |
| 1Y | +23.5% | +34.7% | -11.2% | +14.6% |
| 3Y | +49.5% | +53.6% | -4.1% | +31.2% |
| 5Y | +49.7% | -4.1% | +53.7% | +44.9% |
| All | +78.6% | +168.6% | -90.0% | +27.3% |
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