+150.4%
GSK vs WU
-21.8%
+172.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | +1.1% | -2.0% | +3.2% | +1.6% |
| 30D | +6.3% | +11.4% | -5.1% | +3.5% |
| 3M | +1.8% | -6.8% | +8.6% | +3.2% |
| 6M | +1.7% | -14.6% | +16.3% | +4.2% |
| YTD | +6.5% | -20.6% | +27.2% | +10.9% |
| 1Y | +9.5% | -15.4% | +24.9% | +12.2% |
| 3Y | +65.3% | -23.6% | +88.9% | +71.2% |
| 5Y | +43.7% | -43.4% | +87.1% | +56.9% |
| 10Y | +104.1% | -38.8% | +142.9% | +111.2% |
| All | +150.4% | -21.8% | +172.3% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling