+28,547.2%
WM vs GSK
+1,721.8%
+26,825.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +3.6% | -2.7% | +6.3% | +4.2% |
| 6M | +8.1% | +1.4% | +6.7% | +7.5% |
| YTD | +8.9% | +5.3% | +3.6% | +6.8% |
| 1Y | +20.3% | +10.6% | +9.7% | +16.4% |
| 3Y | +46.2% | +62.6% | -16.4% | +26.4% |
| 5Y | +59.9% | +41.7% | +18.2% | +41.6% |
| 10Y | +345.6% | +104.7% | +240.8% | +256.7% |
| All | +28,547.2% | +1,721.8% | +26,825.5% | +13,120.7% |
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