+48.2%
GSK vs WSM
+171.2%
-123.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -1.0% |
| 7D | -5.4% | +0.4% | -5.8% | -5.4% |
| 30D | -4.6% | -10.7% | +6.1% | -4.0% |
| 3M | -5.1% | +8.5% | -13.6% | -5.5% |
| 6M | -11.4% | +19.6% | -31.1% | -12.3% |
| YTD | +0.7% | +26.6% | -25.9% | -0.6% |
| 1Y | +23.0% | +12.0% | +11.1% | +22.0% |
| 3Y | +48.0% | +226.6% | -178.7% | +36.9% |
| 5Y | +48.2% | +174.1% | -125.9% | +35.4% |
| All | +48.2% | +171.2% | -123.0% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling