+73.4%
WBD vs GAP
-7.6%
+81.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.6% |
| 7D | -0.7% | -4.1% | +3.4% | -0.6% |
| 30D | +1.4% | +6.2% | -4.8% | +1.2% |
| 3M | +4.4% | -0.7% | +5.1% | +4.5% |
| 6M | +0.8% | -7.1% | +7.9% | +1.0% |
| YTD | -2.7% | -14.1% | +11.4% | -2.1% |
| 1Y | +73.4% | -8.5% | +81.9% | +64.1% |
| All | +73.4% | -7.6% | +81.0% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling