+29,154.7%
WM vs GSK
+1,724.7%
+27,430.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | +4.5% | +3.6% | +0.9% | +3.5% |
| 30D | +16.1% | +8.2% | +7.9% | +13.8% |
| 3M | +8.0% | -1.2% | +9.2% | +8.3% |
| 6M | +8.4% | +1.9% | +6.5% | +7.7% |
| YTD | +11.2% | +5.5% | +5.7% | +9.0% |
| 1Y | +22.3% | +11.8% | +10.5% | +18.1% |
| 3Y | +50.2% | +64.5% | -14.3% | +29.6% |
| 5Y | +63.3% | +41.9% | +21.4% | +44.5% |
| 10Y | +355.0% | +105.1% | +250.0% | +264.1% |
| All | +29,154.7% | +1,724.7% | +27,430.1% | +13,395.5% |
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