+49.3%
GSK vs WU
-27.2%
+76.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.2% |
| 7D | -4.2% | -0.8% | -3.3% | -4.0% |
| 30D | -7.5% | -1.1% | -6.4% | -7.4% |
| 3M | -3.3% | -1.8% | -1.5% | -3.8% |
| 6M | -9.3% | -23.9% | +14.6% | -4.5% |
| YTD | +1.6% | -20.4% | +22.0% | +5.8% |
| 1Y | +25.5% | -10.6% | +36.1% | +26.9% |
| 3Y | +49.3% | -27.7% | +77.0% | +58.0% |
| All | +49.3% | -27.2% | +76.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling