+27.9%
GAP vs WCN
+235.9%
-208.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -4.1% | -3.1% | -1.0% | -2.4% |
| 30D | +6.2% | -3.4% | +9.6% | +8.3% |
| 3M | -0.7% | +3.0% | -3.7% | -2.5% |
| 6M | -7.1% | -3.8% | -3.4% | -6.1% |
| YTD | -14.1% | -8.3% | -5.8% | -11.1% |
| 1Y | -8.5% | -9.7% | +1.3% | -4.7% |
| 3Y | +115.4% | +17.2% | +98.2% | +82.4% |
| 5Y | +9.8% | +25.3% | -15.5% | -12.8% |
| All | +27.9% | +235.9% | -208.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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