+328.7%
WM vs GSK
+101.6%
+227.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | -0.5% | +4.9% | -5.4% | -2.0% |
| 30D | +13.3% | +10.8% | +2.5% | +9.8% |
| 3M | +4.4% | -1.8% | +6.2% | +4.8% |
| 6M | +10.8% | +4.1% | +6.7% | +9.2% |
| YTD | +9.1% | +7.9% | +1.2% | +5.5% |
| 1Y | +19.1% | +14.4% | +4.7% | +13.0% |
| 3Y | +45.7% | +68.1% | -22.4% | +18.7% |
| 5Y | +60.4% | +47.7% | +12.8% | +34.7% |
| 10Y | +328.7% | +100.5% | +228.2% | +222.8% |
| All | +328.7% | +101.6% | +227.1% | +222.8% |
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