+285.3%
WMB vs GSK
+46.9%
+238.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.5% |
| 7D | +0.8% | -4.2% | +5.0% | +1.1% |
| 30D | +7.7% | -7.5% | +15.2% | +8.3% |
| 3M | +6.7% | -3.3% | +10.0% | +6.8% |
| 6M | +3.6% | -9.3% | +13.0% | +4.2% |
| YTD | +28.0% | +1.6% | +26.4% | +27.0% |
| 1Y | +37.6% | +25.5% | +12.1% | +32.9% |
| 3Y | +149.0% | +49.3% | +99.8% | +130.2% |
| 5Y | +285.3% | +46.7% | +238.6% | +259.2% |
| All | +285.3% | +46.9% | +238.4% | +259.2% |
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