+75.1%
GAP vs WCN
+6,839.3%
-6,764.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -4.5% | -0.6% | -3.8% | -4.3% |
| 30D | +9.0% | +0.4% | +8.6% | +8.9% |
| 3M | +5.0% | +7.3% | -2.3% | +3.0% |
| 6M | -17.8% | -2.5% | -15.3% | -17.6% |
| YTD | -10.4% | -5.4% | -5.0% | -9.7% |
| 1Y | -3.4% | -8.5% | +5.1% | -1.8% |
| 3Y | +111.5% | +20.8% | +90.7% | +98.4% |
| 5Y | +8.8% | +30.0% | -21.2% | +0.1% |
| 10Y | +32.9% | +238.4% | -205.5% | -0.4% |
| All | +75.1% | +6,839.3% | -6,764.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling