+31.2%
WEC vs GSK
+47.3%
-16.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | -3.6% | +4.0% | +1.1% |
| 30D | +0.9% | -5.9% | +6.8% | +2.0% |
| 3M | -5.3% | -4.3% | -1.1% | -4.7% |
| 6M | -6.6% | -10.8% | +4.2% | -4.7% |
| YTD | +3.3% | +1.8% | +1.5% | +2.3% |
| 1Y | +2.1% | +23.5% | -21.4% | -3.2% |
| 3Y | +39.6% | +49.5% | -10.0% | +24.3% |
| 5Y | +31.2% | +49.7% | -18.5% | +11.6% |
| All | +31.2% | +47.3% | -16.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling