+118.3%
GAP vs WCC
+137.6%
-19.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.2% |
| 7D | +1.7% | +8.5% | -6.8% | -1.6% |
| 30D | +9.3% | -1.0% | +10.3% | +9.2% |
| 3M | +6.1% | +2.1% | +4.0% | +3.6% |
| 6M | -2.3% | +36.8% | -39.1% | -17.1% |
| YTD | -10.6% | +47.7% | -58.3% | -26.6% |
| 1Y | -4.4% | +66.5% | -71.0% | -26.2% |
| 3Y | +118.3% | +134.2% | -15.8% | +23.3% |
| All | +118.3% | +137.6% | -19.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling