+118.3%
GAP vs WCN
+19.6%
+98.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.7% | -0.4% | +2.2% | +1.8% |
| 30D | +9.3% | -2.1% | +11.5% | +9.7% |
| 3M | +6.1% | +6.4% | -0.3% | +5.1% |
| 6M | -2.3% | -3.7% | +1.4% | -1.6% |
| YTD | -10.6% | -6.4% | -4.2% | -9.6% |
| 1Y | -4.4% | -7.9% | +3.5% | -3.0% |
| 3Y | +118.3% | +20.8% | +97.5% | +100.8% |
| All | +118.3% | +19.6% | +98.7% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling