+76.7%
GSK vs WWD
+490.2%
-413.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | -4.6% | -6.6% | +2.0% | -3.6% |
| 3M | -5.1% | -9.3% | +4.2% | -3.8% |
| 6M | -11.4% | -13.6% | +2.2% | -9.7% |
| YTD | +0.7% | +10.4% | -9.6% | -1.6% |
| 1Y | +23.0% | +39.9% | -16.9% | +15.2% |
| 3Y | +48.0% | +165.0% | -117.1% | +22.0% |
| 5Y | +48.2% | +183.8% | -135.6% | +18.5% |
| All | +76.7% | +490.2% | -413.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling