+46.7%
GSK vs WING
-35.4%
+82.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -4.2% | -0.1% | -4.0% | -4.2% |
| 30D | -7.5% | -6.0% | -1.5% | -7.3% |
| 3M | -3.3% | -23.5% | +20.2% | -2.1% |
| 6M | -9.3% | -52.0% | +42.7% | -5.9% |
| YTD | +1.6% | -53.8% | +55.4% | +5.3% |
| 1Y | +25.5% | -63.8% | +89.3% | +31.6% |
| 3Y | +49.3% | -30.8% | +80.0% | +50.6% |
| 5Y | +46.7% | -34.3% | +80.9% | +38.9% |
| All | +46.7% | -35.4% | +82.1% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling