+29.6%
GAP vs WCC
+506.2%
-476.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -3.9% |
| 7D | -3.2% | +6.8% | -10.0% | -6.5% |
| 30D | -0.7% | -3.0% | +2.3% | +0.2% |
| 3M | -0.5% | +0.2% | -0.7% | -2.8% |
| 6M | -5.0% | +33.2% | -38.1% | -21.7% |
| YTD | -14.7% | +45.8% | -60.5% | -33.1% |
| 1Y | -8.6% | +68.4% | -77.0% | -34.6% |
| 3Y | +108.4% | +131.1% | -22.8% | +15.0% |
| 5Y | +5.8% | +225.6% | -219.8% | -55.3% |
| 10Y | +29.6% | +534.2% | -504.5% | -70.0% |
| All | +29.6% | +506.2% | -476.5% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling