-1.1%
GAP vs WSM
+1,131.4%
-1,132.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.7% |
| 7D | -1.9% | 0.0% | -1.9% | -2.0% |
| 30D | -7.1% | +5.1% | -12.1% | -9.5% |
| 3M | +4.1% | +5.1% | -1.0% | +1.3% |
| 6M | +1.9% | +48.6% | -46.7% | -18.3% |
| YTD | -15.2% | +44.2% | -59.4% | -31.0% |
| 1Y | -10.6% | +38.1% | -48.7% | -25.4% |
| 3Y | +74.6% | +257.2% | -182.6% | -18.6% |
| 5Y | +3.7% | +165.1% | -161.4% | -45.5% |
| All | -1.1% | +1,131.4% | -1,132.4% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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