+105.2%
GSK vs WCC
+431.3%
-326.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.1% | +9.9% | -8.8% | +0.3% |
| 30D | +6.3% | -8.4% | +14.8% | +6.8% |
| 3M | +1.8% | -10.3% | +12.1% | +2.2% |
| 6M | +1.7% | -10.5% | +12.1% | +1.8% |
| YTD | +6.5% | +32.2% | -25.6% | +2.5% |
| 1Y | +9.5% | +25.5% | -16.0% | +5.8% |
| 3Y | +65.3% | +134.7% | -69.4% | +46.3% |
| 5Y | +43.7% | +139.9% | -96.2% | +23.6% |
| All | +105.2% | +431.3% | -326.1% | +43.1% |
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