+187.1%
GSK vs WCC
+1,591.2%
-1,404.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -1.6% |
| 7D | -1.1% | +3.3% | -4.4% | -1.5% |
| 30D | +7.8% | -9.4% | +17.3% | +8.6% |
| 3M | +0.3% | -10.5% | +10.8% | +0.9% |
| 6M | +3.4% | -10.4% | +13.8% | +3.6% |
| YTD | +5.9% | +34.4% | -28.5% | +0.8% |
| 1Y | +8.2% | +27.7% | -19.4% | +3.6% |
| 3Y | +65.3% | +137.9% | -72.7% | +42.9% |
| 5Y | +43.3% | +147.0% | -103.7% | +20.2% |
| 10Y | +102.9% | +442.5% | -339.6% | +44.5% |
| All | +187.1% | +1,591.2% | -1,404.1% | +58.8% |
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 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