+3,978.4%
WEC vs GSK
+1,705.8%
+2,272.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -0.3% | -1.8% | +1.6% | +0.1% |
| 30D | -1.3% | -2.2% | +0.9% | -0.9% |
| 3M | -3.9% | -1.8% | -2.1% | -3.7% |
| 6M | -8.3% | -10.6% | +2.3% | -6.4% |
| YTD | +3.1% | +4.4% | -1.4% | +1.7% |
| 1Y | +1.9% | +30.4% | -28.5% | -4.4% |
| 3Y | +41.9% | +60.1% | -18.2% | +26.1% |
| 5Y | +30.8% | +46.8% | -16.0% | +17.5% |
| 10Y | +141.9% | +79.2% | +62.7% | +107.0% |
| All | +3,978.4% | +1,705.8% | +2,272.6% | +2,191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling