-1.0%
GAP vs WCC
+1,713.7%
-1,714.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.8% |
| 7D | -4.5% | +4.5% | -8.9% | -5.9% |
| 30D | +9.0% | -5.8% | +14.8% | +10.7% |
| 3M | +5.0% | -3.7% | +8.7% | +5.0% |
| 6M | -17.8% | +23.1% | -40.9% | -24.5% |
| YTD | -10.4% | +44.2% | -54.5% | -22.1% |
| 1Y | -3.4% | +62.1% | -65.5% | -19.6% |
| 3Y | +111.5% | +121.1% | -9.6% | +53.8% |
| 5Y | +8.8% | +214.0% | -205.1% | -30.2% |
| 10Y | +32.9% | +472.8% | -439.9% | -32.8% |
| All | -1.0% | +1,713.7% | -1,714.7% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling