+417.4%
WDC vs GAP
+1.5%
+415.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.8% |
| 7D | +1.7% | -4.5% | +6.2% | +2.3% |
| 30D | -10.0% | +9.0% | -19.0% | -11.1% |
| 3M | -18.8% | +5.0% | -23.8% | -19.0% |
| 6M | +79.0% | -17.8% | +96.8% | +88.9% |
| YTD | +171.6% | -10.4% | +181.9% | +178.5% |
| 1Y | +417.4% | -3.4% | +420.8% | +415.3% |
| All | +417.4% | +1.5% | +415.9% | +415.3% |
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