+25.5%
GSK vs WST
+35.8%
-10.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -7.5% | -4.6% | -2.9% | -6.8% |
| 3M | -3.3% | +5.7% | -9.0% | -4.4% |
| 6M | -9.3% | +37.6% | -46.9% | -15.7% |
| YTD | +1.6% | +23.0% | -21.4% | -2.8% |
| 1Y | +25.5% | +33.8% | -8.3% | +16.2% |
| All | +25.5% | +35.8% | -10.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling