+108.5%
GSK vs WING
+719.8%
-611.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +1.7% |
| 7D | +4.9% | +8.6% | -3.6% | +4.2% |
| 30D | +10.8% | +44.8% | -33.9% | +7.4% |
| 3M | -1.8% | +51.9% | -53.7% | -5.5% |
| 6M | +4.1% | +37.2% | -33.1% | +0.6% |
| YTD | +7.9% | -25.3% | +33.2% | +9.1% |
| 1Y | +14.4% | -25.1% | +39.5% | +15.6% |
| 3Y | +68.1% | -12.9% | +81.0% | +63.9% |
| 5Y | +47.7% | +12.0% | +35.7% | +37.2% |
| 10Y | +100.5% | +716.5% | -616.0% | +43.0% |
| All | +108.5% | +719.8% | -611.3% | +45.0% |
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