+4.5%
GAP vs WCN
+48.2%
-43.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -5.2% | +1.2% | -6.4% | -5.6% |
| 30D | -6.9% | +26.4% | -33.4% | -14.4% |
| 3M | +5.7% | +17.5% | -11.8% | -0.2% |
| 6M | +0.9% | +28.7% | -27.8% | -8.0% |
| YTD | -14.5% | +11.5% | -26.0% | -18.1% |
| 1Y | -12.1% | +15.9% | -28.0% | -17.2% |
| 3Y | +72.2% | +51.6% | +20.6% | +33.8% |
| 5Y | +4.5% | +47.9% | -43.4% | -20.8% |
| All | +4.5% | +48.2% | -43.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling