+1,088.0%
GSK vs WWD
+15,408.5%
-14,320.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | -2.2% | -7.2% | +5.0% | -1.1% |
| 3M | -1.8% | -3.8% | +2.0% | -1.5% |
| 6M | -10.6% | -9.9% | -0.7% | -9.6% |
| YTD | +4.4% | +14.8% | -10.4% | +1.6% |
| 1Y | +30.4% | +42.1% | -11.7% | +22.5% |
| 3Y | +60.1% | +170.8% | -110.7% | +34.3% |
| 5Y | +46.8% | +197.5% | -150.7% | +19.7% |
| 10Y | +79.2% | +477.8% | -398.6% | +26.3% |
| All | +1,088.0% | +15,408.5% | -14,320.5% | +475.4% |
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 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