+101.8%
GSK vs WING
+405.9%
-304.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | -1.8% | -3.9% | +2.0% | -1.5% |
| 30D | -2.2% | -11.6% | +9.4% | -1.3% |
| 3M | -1.8% | -24.2% | +22.4% | 0.0% |
| 6M | -10.6% | -54.1% | +43.5% | -5.3% |
| YTD | +4.4% | -53.9% | +58.3% | +10.1% |
| 1Y | +30.4% | -64.4% | +94.8% | +40.2% |
| 3Y | +60.1% | -30.2% | +90.3% | +58.6% |
| 5Y | +46.8% | -34.1% | +80.9% | +42.6% |
| 10Y | +79.2% | +342.1% | -262.9% | +35.3% |
| All | +101.8% | +405.9% | -304.0% | +46.4% |
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