+49.7%
GSK vs WWD
+191.3%
-141.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | -5.9% | -5.1% | -0.8% | -5.3% |
| 3M | -4.3% | -11.2% | +7.0% | -3.0% |
| 6M | -10.8% | -12.0% | +1.2% | -9.7% |
| YTD | +1.8% | +12.0% | -10.2% | +0.1% |
| 1Y | +23.5% | +42.8% | -19.3% | +17.8% |
| 3Y | +49.5% | +168.9% | -119.4% | +30.2% |
| 5Y | +49.7% | +192.2% | -142.5% | +25.4% |
| All | +49.7% | +191.3% | -141.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling