+67.3%
GSK vs WAT
+87.1%
-19.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.2% | +3.4% | +1.8% | +4.6% |
| 30D | +10.2% | +9.6% | +0.5% | +8.4% |
| 3M | -0.9% | +15.5% | -16.4% | -3.4% |
| 6M | +3.5% | +33.9% | -30.4% | -1.8% |
| YTD | +7.2% | +25.2% | -18.0% | +2.5% |
| 1Y | +12.0% | +26.3% | -14.3% | +6.9% |
| 3Y | +67.3% | +85.8% | -18.5% | +52.8% |
| All | +67.3% | +87.1% | -19.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling