-0.2%
GAP vs WU
-39.7%
+39.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -5.2% | -5.3% | +0.1% | -1.9% |
| 30D | -6.9% | +9.0% | -15.9% | -12.2% |
| 3M | +5.7% | -3.6% | +9.3% | +7.2% |
| 6M | +0.9% | -19.4% | +20.3% | +11.6% |
| YTD | -14.5% | -21.7% | +7.2% | -4.5% |
| 1Y | -12.1% | -16.1% | +4.0% | -6.6% |
| 3Y | +72.2% | -24.1% | +96.3% | +88.8% |
| 5Y | +4.5% | -44.1% | +48.7% | +39.7% |
| All | -0.2% | -39.7% | +39.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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