+113.2%
WDC vs GSK
+14.9%
+98.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.0% | -11.8% | -4.7% |
| 7D | -18.3% | +4.9% | -23.3% | -16.5% |
| 30D | -26.7% | +9.9% | -36.6% | -23.8% |
| 3M | -40.9% | +0.2% | -41.1% | -40.0% |
| 6M | -26.8% | +2.3% | -29.1% | -26.1% |
| YTD | +88.2% | +7.1% | +81.1% | +86.1% |
| 1Y | +113.2% | +13.1% | +100.1% | +107.5% |
| All | +113.2% | +14.9% | +98.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling