+36.6%
GSK vs WETO
-99.4%
+136.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | -3.5% | -4.3% | +0.8% | -3.5% |
| 30D | -3.4% | -39.9% | +36.5% | -3.1% |
| 3M | -8.1% | -97.9% | +89.8% | -7.6% |
| 6M | -11.1% | -95.0% | +83.9% | -11.3% |
| YTD | +0.7% | -97.2% | +97.9% | +0.9% |
| 1Y | +20.1% | -98.9% | +119.1% | +20.5% |
| All | +36.6% | -99.4% | +136.0% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling