+44.1%
GSK vs WST
-0.1%
+44.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.3% |
| 7D | +1.7% | -3.1% | +4.8% | +2.0% |
| 30D | +7.0% | +9.1% | -2.1% | +6.1% |
| 3M | -2.7% | +14.7% | -17.3% | -4.0% |
| 6M | +1.4% | +28.0% | -26.6% | -1.1% |
| YTD | +5.3% | +45.6% | -40.3% | +1.1% |
| 1Y | +10.6% | +45.7% | -35.0% | +6.2% |
| 3Y | +62.6% | +21.1% | +41.5% | +54.7% |
| All | +44.1% | -0.1% | +44.2% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling