+1,657.0%
GSK vs WSM
+34,818.5%
-33,161.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -4.2% | +2.6% | -6.8% | -4.4% |
| 30D | -7.5% | -9.5% | +2.0% | -6.6% |
| 3M | -3.3% | +12.9% | -16.2% | -4.5% |
| 6M | -9.3% | +23.0% | -32.4% | -11.3% |
| YTD | +1.6% | +28.9% | -27.3% | -1.2% |
| 1Y | +25.5% | +13.7% | +11.8% | +23.3% |
| 3Y | +49.3% | +232.6% | -183.4% | +28.5% |
| 5Y | +46.7% | +185.9% | -139.2% | +25.5% |
| 10Y | +76.8% | +998.6% | -921.8% | +25.4% |
| All | +1,657.0% | +34,818.5% | -33,161.6% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling