-1.1%
GAP vs WCN
+322.1%
-323.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.9% | +2.6% | -4.5% | -3.3% |
| 30D | -7.1% | +23.9% | -31.0% | -17.5% |
| 3M | +4.1% | +17.4% | -13.3% | -4.9% |
| 6M | +1.9% | +28.0% | -26.1% | -11.6% |
| YTD | -15.2% | +11.6% | -26.8% | -21.4% |
| 1Y | -10.6% | +16.9% | -27.5% | -19.5% |
| 3Y | +74.6% | +51.6% | +23.0% | +27.0% |
| 5Y | +3.7% | +48.0% | -44.3% | -24.6% |
| All | -1.1% | +322.1% | -323.2% | -50.1% |
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