+49.8%
GSK vs WCN
+26.9%
+22.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -3.6% | -1.7% | -1.9% | -3.1% |
| 30D | -5.9% | -3.0% | -2.9% | -5.1% |
| 3M | -4.3% | +2.5% | -6.8% | -4.9% |
| 6M | -10.8% | -5.7% | -5.1% | -9.5% |
| YTD | +1.8% | -7.4% | +9.2% | +3.6% |
| 1Y | +23.5% | -8.6% | +32.1% | +26.0% |
| 3Y | +49.5% | +19.4% | +30.2% | +42.4% |
| All | +49.8% | +26.9% | +22.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling