+26,336.4%
WM vs GSK
+1,705.8%
+24,630.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | -2.4% | -2.2% | -0.2% | -1.9% |
| 3M | +0.4% | -1.8% | +2.2% | +0.8% |
| 6M | -9.5% | -10.6% | +1.1% | -7.2% |
| YTD | +0.5% | +4.4% | -3.9% | -1.2% |
| 1Y | -1.1% | +30.4% | -31.5% | -8.4% |
| 3Y | +46.0% | +60.1% | -14.0% | +26.7% |
| 5Y | +51.8% | +46.8% | +5.0% | +33.1% |
| 10Y | +307.5% | +79.2% | +228.3% | +236.7% |
| All | +26,336.4% | +1,705.8% | +24,630.5% | +12,131.4% |
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