-8.5%
GAP vs WETO
-98.9%
+90.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +2.8% |
| 7D | -4.1% | -4.3% | +0.2% | -4.1% |
| 30D | +6.2% | -39.9% | +46.1% | +5.8% |
| 3M | -0.7% | -97.9% | +97.2% | +0.5% |
| 6M | -7.1% | -95.0% | +87.9% | -7.5% |
| YTD | -14.1% | -97.2% | +83.1% | -15.5% |
| 1Y | -8.5% | -98.9% | +90.4% | -16.8% |
| All | -8.5% | -98.9% | +90.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling