+1,721.8%
GSK vs WST
+14,518.0%
-12,796.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.5% |
| 7D | +1.7% | -3.1% | +4.8% | +2.2% |
| 30D | +7.0% | +9.1% | -2.1% | +5.5% |
| 3M | -2.7% | +14.7% | -17.3% | -4.9% |
| 6M | +1.4% | +28.0% | -26.6% | -2.9% |
| YTD | +5.3% | +45.6% | -40.3% | -1.8% |
| 1Y | +10.6% | +45.7% | -35.0% | +3.1% |
| 3Y | +62.6% | +21.1% | +41.5% | +49.7% |
| 5Y | +41.7% | +0.3% | +41.4% | +32.1% |
| 10Y | +104.7% | +449.0% | -344.3% | +34.7% |
| All | +1,721.8% | +14,518.0% | -12,796.2% | +627.4% |
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