+105.2%
GSK vs WAT
+222.4%
-117.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | +0.6% | +0.6% | +1.0% |
| 30D | +6.3% | +5.4% | +0.9% | +5.1% |
| 3M | +1.8% | +11.3% | -9.5% | -0.6% |
| 6M | +1.7% | +37.4% | -35.8% | -5.3% |
| YTD | +6.5% | +21.2% | -14.6% | +1.3% |
| 1Y | +9.5% | +21.3% | -11.9% | +4.0% |
| 3Y | +65.3% | +83.4% | -18.1% | +39.6% |
| 5Y | +43.7% | +29.0% | +14.8% | +29.6% |
| All | +105.2% | +222.4% | -117.2% | +42.3% |
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