+183.1%
GSK vs WCC
+1,713.7%
-1,530.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.4% |
| 7D | -1.8% | +4.5% | -6.3% | -2.3% |
| 30D | -2.2% | -5.8% | +3.6% | -1.6% |
| 3M | -1.8% | -3.7% | +1.8% | -1.8% |
| 6M | -10.6% | +23.1% | -33.7% | -13.4% |
| YTD | +4.4% | +44.2% | -39.7% | -0.8% |
| 1Y | +30.4% | +62.1% | -31.7% | +21.9% |
| 3Y | +60.1% | +121.1% | -61.0% | +40.3% |
| 5Y | +46.8% | +214.0% | -167.2% | +20.1% |
| 10Y | +79.2% | +472.8% | -393.6% | +27.4% |
| All | +183.1% | +1,713.7% | -1,530.6% | +56.2% |
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