+1,394.6%
WDC vs GSK
+48.7%
+1,345.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +7.5% | -3.6% | +11.1% | +7.4% |
| 30D | +10.1% | -5.9% | +16.0% | +10.0% |
| 3M | -6.8% | -4.3% | -2.6% | -7.2% |
| 6M | +84.1% | -10.8% | +94.9% | +85.1% |
| YTD | +180.3% | +1.8% | +178.5% | +177.8% |
| 1Y | +411.1% | +23.5% | +387.6% | +398.5% |
| All | +1,394.6% | +48.7% | +1,345.9% | +1,319.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling