-8.6%
GAP vs WCC
+66.8%
-75.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.2% |
| 7D | -3.2% | +6.8% | -10.0% | -5.0% |
| 30D | -0.7% | -3.0% | +2.3% | 0.0% |
| 3M | -0.5% | +0.2% | -0.7% | -1.3% |
| 6M | -5.0% | +33.2% | -38.1% | -17.4% |
| YTD | -14.7% | +45.8% | -60.5% | -27.0% |
| 1Y | -8.6% | +68.4% | -77.0% | -25.7% |
| All | -8.6% | +66.8% | -75.5% | -25.7% |
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