+7.8%
WBD vs GAP
+3.0%
+4.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | -0.6% | -6.3% | +5.7% | +1.2% |
| 30D | +4.2% | -0.2% | +4.4% | +3.7% |
| 3M | +7.5% | 0.0% | +7.5% | +6.6% |
| 6M | +1.6% | -8.1% | +9.7% | +1.9% |
| YTD | -2.2% | -16.5% | +14.3% | -0.1% |
| 1Y | +124.9% | -10.5% | +135.3% | +122.6% |
| 3Y | +149.1% | +104.0% | +45.1% | +65.8% |
| 5Y | +7.8% | +6.8% | +1.1% | -20.7% |
| All | +7.8% | +3.0% | +4.8% | -20.7% |
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