+1,705.8%
GSK vs WST
+12,330.1%
-10,624.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.8% | +0.7% | -2.6% | -2.0% |
| 30D | -2.2% | -3.1% | +1.0% | -1.7% |
| 3M | -1.8% | +7.2% | -9.0% | -3.1% |
| 6M | -10.6% | +36.8% | -47.4% | -15.6% |
| YTD | +4.4% | +23.8% | -19.4% | +0.1% |
| 1Y | +30.4% | +37.8% | -7.4% | +22.6% |
| 3Y | +60.1% | -15.9% | +76.0% | +57.1% |
| 5Y | +46.8% | -25.8% | +72.6% | +44.4% |
| 10Y | +79.2% | +319.6% | -240.4% | +23.5% |
| All | +1,705.8% | +12,330.1% | -10,624.3% | +641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling