+180.2%
GSK vs WTW
+1,101.3%
-921.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -5.4% | -7.8% | +2.4% | -3.4% |
| 30D | -4.6% | -7.9% | +3.3% | -2.6% |
| 3M | -5.1% | +19.9% | -25.1% | -9.7% |
| 6M | -11.4% | +9.8% | -21.2% | -14.1% |
| YTD | +0.7% | -3.3% | +4.1% | +0.5% |
| 1Y | +23.0% | -3.3% | +26.3% | +22.6% |
| 3Y | +48.0% | +61.5% | -13.6% | +27.7% |
| 5Y | +48.2% | +42.6% | +5.6% | +30.5% |
| 10Y | +80.0% | +197.1% | -117.0% | +27.2% |
| All | +180.2% | +1,101.3% | -921.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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