+207.4%
GSK vs WCN
+6,839.3%
-6,631.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -2.2% | +0.4% | -2.6% | -2.2% |
| 3M | -1.8% | +7.3% | -9.1% | -3.1% |
| 6M | -10.6% | -2.5% | -8.1% | -10.3% |
| YTD | +4.4% | -5.4% | +9.8% | +5.2% |
| 1Y | +30.4% | -8.5% | +38.9% | +32.0% |
| 3Y | +60.1% | +20.8% | +39.3% | +54.0% |
| 5Y | +46.8% | +30.0% | +16.8% | +38.8% |
| 10Y | +79.2% | +238.4% | -159.2% | +45.1% |
| All | +207.4% | +6,839.3% | -6,631.9% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling