+148.4%
WEC vs GSK
+80.2%
+68.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | -3.6% | +4.0% | +1.5% |
| 30D | +0.9% | -5.9% | +6.8% | +2.6% |
| 3M | -5.3% | -4.3% | -1.1% | -4.4% |
| 6M | -6.6% | -10.8% | +4.2% | -3.8% |
| YTD | +3.3% | +1.8% | +1.5% | +1.8% |
| 1Y | +2.1% | +23.5% | -21.4% | -5.9% |
| 3Y | +39.6% | +49.5% | -10.0% | +17.8% |
| 5Y | +31.2% | +49.7% | -18.5% | +8.3% |
| 10Y | +148.4% | +81.9% | +66.5% | +90.2% |
| All | +148.4% | +80.2% | +68.2% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling