+296.4%
WBD vs GAP
+90.2%
+206.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | +5.0% | +9.3% | -4.3% | +1.7% |
| 3M | +6.2% | +6.1% | +0.1% | +3.4% |
| 6M | +0.6% | -2.3% | +2.9% | -0.9% |
| YTD | -2.4% | -10.6% | +8.2% | -2.2% |
| 1Y | +127.7% | -4.4% | +132.1% | +121.5% |
| 3Y | +148.4% | +118.3% | +30.1% | +69.2% |
| 5Y | +4.2% | +12.2% | -8.0% | -17.6% |
| 10Y | +10.8% | +33.7% | -22.9% | -32.8% |
| All | +296.4% | +90.2% | +206.1% | +63.4% |
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