+76.7%
GSK vs WSM
+1,071.8%
-995.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | -3.4% | -7.7% | +4.3% | -2.8% |
| 3M | -8.1% | +3.8% | -11.9% | -8.5% |
| 6M | -11.1% | +22.7% | -33.8% | -12.7% |
| YTD | +0.7% | +28.0% | -27.3% | -1.5% |
| 1Y | +20.1% | +12.7% | +7.4% | +18.5% |
| 3Y | +46.1% | +231.3% | -185.2% | +28.0% |
| 5Y | +48.2% | +177.2% | -128.9% | +29.8% |
| All | +76.7% | +1,071.8% | -995.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling