+598.2%
GSK vs WAT
+12,225.3%
-11,627.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +0.5% | +2.0% | -1.6% | +0.1% |
| 30D | +9.4% | +7.7% | +1.7% | +8.1% |
| 3M | +1.6% | +11.1% | -9.5% | -0.2% |
| 6M | +1.3% | +31.2% | -29.9% | -3.4% |
| YTD | +6.0% | +21.7% | -15.7% | +1.8% |
| 1Y | +9.1% | +19.3% | -10.2% | +5.1% |
| 3Y | +65.4% | +80.6% | -15.2% | +46.7% |
| 5Y | +43.0% | +29.5% | +13.5% | +32.1% |
| 10Y | +103.1% | +225.3% | -122.2% | +59.5% |
| All | +598.2% | +12,225.3% | -11,627.2% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling