+30.4%
GSK vs WETO
-98.9%
+129.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -20.8% | +18.9% | -1.9% |
| 7D | -1.8% | -55.4% | +53.6% | -1.8% |
| 30D | -2.2% | -48.5% | +46.3% | -1.9% |
| 3M | -1.8% | -97.5% | +95.7% | -1.4% |
| 6M | -10.6% | -94.2% | +83.6% | -11.2% |
| YTD | +4.4% | -97.0% | +101.5% | +5.6% |
| 1Y | +30.4% | -98.9% | +129.3% | +35.0% |
| All | +30.4% | -98.9% | +129.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling