+187.4%
GSK vs WCC
+1,591.1%
-1,403.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.5% | +14.2% | -13.8% | -1.1% |
| 30D | +9.4% | -9.8% | +19.3% | +10.3% |
| 3M | +1.6% | -10.1% | +11.7% | +2.2% |
| 6M | +1.3% | -9.4% | +10.7% | +1.4% |
| YTD | +6.0% | +34.4% | -28.4% | +0.9% |
| 1Y | +9.1% | +23.3% | -14.2% | +4.8% |
| 3Y | +65.4% | +137.9% | -72.5% | +43.0% |
| 5Y | +43.0% | +144.0% | -101.0% | +20.1% |
| 10Y | +103.1% | +442.5% | -339.4% | +44.6% |
| All | +187.4% | +1,591.1% | -1,403.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling