+68.1%
GSK vs WING
-13.5%
+81.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +1.9% |
| 7D | +4.9% | +8.6% | -3.6% | +4.4% |
| 30D | +10.8% | +44.8% | -33.9% | +8.4% |
| 3M | -1.8% | +51.9% | -53.7% | -4.4% |
| 6M | +4.1% | +37.2% | -33.1% | +1.6% |
| YTD | +7.9% | -25.3% | +33.2% | +9.3% |
| 1Y | +14.4% | -25.1% | +39.5% | +15.8% |
| 3Y | +68.1% | -12.9% | +81.0% | +78.1% |
| All | +68.1% | -13.5% | +81.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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