+209.9%
WELL vs GSK
+65.2%
+144.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +3.5% | +4.9% | -1.4% | +2.4% |
| 30D | +9.7% | +10.8% | -1.1% | +7.3% |
| 3M | +4.8% | -1.8% | +6.6% | +5.1% |
| 6M | +16.1% | +4.1% | +12.0% | +14.9% |
| YTD | +34.7% | +7.9% | +26.8% | +32.2% |
| 1Y | +31.9% | +14.4% | +17.5% | +27.9% |
| 3Y | +209.9% | +68.1% | +141.8% | +165.1% |
| All | +209.9% | +65.2% | +144.6% | +165.1% |
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