+4,092.2%
WAB vs GAP
+694.1%
+3,398.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -3.2% | -4.5% | +1.3% | -2.2% |
| 30D | -4.4% | +9.0% | -13.5% | -6.8% |
| 3M | +7.9% | +5.0% | +2.9% | +5.9% |
| 6M | +8.7% | -17.8% | +26.5% | +12.1% |
| YTD | +33.0% | -10.4% | +43.4% | +34.0% |
| 1Y | +46.7% | -3.4% | +50.0% | +44.4% |
| 3Y | +153.0% | +111.5% | +41.5% | +89.0% |
| 5Y | +222.3% | +8.8% | +213.5% | +167.0% |
| 10Y | +291.0% | +32.9% | +258.1% | +167.6% |
| All | +4,092.2% | +694.1% | +3,398.1% | +1,790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling