+20.3%
WM vs GSK
+11.3%
+9.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | +13.1% | +7.0% | +6.0% | +11.8% |
| 3M | +3.6% | -2.7% | +6.3% | +3.8% |
| 6M | +8.1% | +1.4% | +6.7% | +8.0% |
| YTD | +8.9% | +5.3% | +3.6% | +8.9% |
| 1Y | +20.3% | +10.6% | +9.7% | +21.0% |
| All | +20.3% | +11.3% | +9.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling