+1,112.2%
GSK vs WWD
+14,675.7%
-13,563.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.1% | +4.0% | -2.8% | +0.5% |
| 30D | +6.3% | +0.4% | +5.9% | +6.1% |
| 3M | +1.8% | -7.9% | +9.7% | +2.8% |
| 6M | +1.7% | -10.6% | +12.3% | +2.8% |
| YTD | +6.5% | +9.4% | -2.8% | +4.1% |
| 1Y | +9.5% | +25.7% | -16.3% | +4.6% |
| 3Y | +65.3% | +148.5% | -83.2% | +40.2% |
| 5Y | +43.7% | +189.5% | -145.8% | +17.4% |
| 10Y | +104.1% | +451.8% | -347.6% | +44.4% |
| All | +1,112.2% | +14,675.7% | -13,563.5% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling