+8,268.6%
WFC vs GSK
+1,733.0%
+6,535.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +0.5% | +1.3% | +1.5% |
| 30D | +6.8% | +9.4% | -2.6% | +3.0% |
| 3M | -3.0% | +1.6% | -4.6% | -4.0% |
| 6M | +15.4% | +1.3% | +14.1% | +13.9% |
| YTD | -5.9% | +6.0% | -11.9% | -9.3% |
| 1Y | +1.7% | +9.1% | -7.4% | -3.1% |
| 3Y | +124.9% | +65.4% | +59.5% | +74.2% |
| 5Y | +90.5% | +43.0% | +47.5% | +54.7% |
| 10Y | +117.8% | +103.1% | +14.7% | +51.0% |
| All | +8,268.6% | +1,733.0% | +6,535.7% | +2,488.5% |
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