+104.0%
GSK vs WST
+451.8%
-347.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.1% | +1.1% | -2.1% | -1.2% |
| 30D | +7.8% | +12.4% | -4.5% | +6.1% |
| 3M | +0.3% | +17.6% | -17.3% | -2.0% |
| 6M | +3.4% | +28.3% | -24.8% | -0.2% |
| YTD | +5.9% | +50.5% | -44.6% | -0.5% |
| 1Y | +8.2% | +49.4% | -41.2% | +1.8% |
| 3Y | +65.3% | +21.9% | +43.4% | +54.3% |
| 5Y | +43.3% | +0.4% | +42.9% | +36.8% |
| All | +104.0% | +451.8% | -347.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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