-3.4%
GAP vs WCC
+61.8%
-65.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.6% |
| 7D | -4.5% | +4.5% | -8.9% | -5.7% |
| 30D | +9.0% | -5.8% | +14.8% | +10.8% |
| 3M | +5.0% | -3.7% | +8.7% | +5.6% |
| 6M | -17.8% | +23.1% | -40.9% | -25.8% |
| YTD | -10.4% | +44.2% | -54.5% | -23.0% |
| 1Y | -3.4% | +62.1% | -65.5% | -19.5% |
| All | -3.4% | +61.8% | -65.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling