+222.9%
WAB vs GAP
+6.6%
+216.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.6% |
| 7D | +0.2% | -3.2% | +3.4% | +0.8% |
| 30D | -4.6% | -0.7% | -3.9% | -4.7% |
| 3M | +5.6% | -0.5% | +6.1% | +5.2% |
| 6M | +13.8% | -5.0% | +18.8% | +13.7% |
| YTD | +31.9% | -14.7% | +46.5% | +33.9% |
| 1Y | +48.3% | -8.6% | +56.9% | +48.2% |
| 3Y | +167.1% | +108.4% | +58.8% | +110.5% |
| 5Y | +222.9% | +5.8% | +217.1% | +164.5% |
| All | +222.9% | +6.6% | +216.3% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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