+104.7%
GSK vs WING
+672.3%
-567.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -1.1% | -0.5% | -0.5% | -1.1% |
| 30D | +7.8% | +32.3% | -24.5% | +5.3% |
| 3M | +0.3% | +50.2% | -49.8% | -3.3% |
| 6M | +3.4% | +31.7% | -28.2% | +0.3% |
| YTD | +5.9% | -29.6% | +35.5% | +7.6% |
| 1Y | +8.2% | -29.7% | +37.9% | +9.9% |
| 3Y | +65.3% | -19.8% | +85.1% | +62.2% |
| 5Y | +43.3% | +3.1% | +40.2% | +34.1% |
| 10Y | +102.9% | +682.9% | -580.0% | +45.1% |
| All | +104.7% | +672.3% | -567.6% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling