+5,376.0%
WMB vs GSK
+1,705.8%
+3,670.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | +3.3% | -2.2% | +5.4% | +3.9% |
| 3M | +3.1% | -1.8% | +4.9% | +3.2% |
| 6M | -0.7% | -10.6% | +9.9% | +2.8% |
| YTD | +25.2% | +4.4% | +20.7% | +21.0% |
| 1Y | +32.9% | +30.4% | +2.4% | +16.5% |
| 3Y | +140.6% | +60.1% | +80.5% | +87.2% |
| 5Y | +273.5% | +46.8% | +226.7% | +195.4% |
| 10Y | +334.2% | +79.2% | +255.0% | +211.5% |
| All | +5,376.0% | +1,705.8% | +3,670.2% | +1,858.8% |
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