+76.7%
GSK vs WCC
+518.6%
-441.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -5.4% | +1.7% | -7.1% | -5.6% |
| 30D | -4.6% | -6.1% | +1.4% | -4.2% |
| 3M | -5.1% | +3.1% | -8.2% | -5.7% |
| 6M | -11.4% | +28.2% | -39.7% | -14.0% |
| YTD | +0.7% | +41.1% | -40.4% | -3.2% |
| 1Y | +23.0% | +61.3% | -38.3% | +16.5% |
| 3Y | +48.0% | +123.6% | -75.7% | +32.4% |
| 5Y | +48.2% | +214.8% | -166.6% | +24.2% |
| All | +76.7% | +518.6% | -441.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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