+180.3%
WMB vs GSK
+43.2%
+137.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -13.8% | +1.7% | -15.5% | -13.9% |
| 30D | -10.3% | +7.0% | -17.4% | -10.7% |
| 3M | -10.1% | -2.7% | -7.4% | -9.9% |
| 6M | -11.8% | +1.4% | -13.3% | -12.1% |
| YTD | +8.9% | +5.3% | +3.6% | +7.9% |
| 1Y | +14.0% | +10.6% | +3.3% | +12.2% |
| 3Y | +100.5% | +62.6% | +37.9% | +83.0% |
| All | +180.3% | +43.2% | +137.1% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling