+113.2%
WDC vs GAP
+10.4%
+102.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.0% | -14.8% | -7.6% |
| 7D | -18.3% | +8.0% | -26.3% | -19.0% |
| 30D | -26.7% | +2.7% | -29.4% | -26.9% |
| 3M | -40.9% | +16.0% | -57.0% | -42.2% |
| 6M | -26.8% | +2.0% | -28.8% | -26.2% |
| YTD | +88.2% | -4.4% | +92.6% | +90.0% |
| 1Y | +113.2% | +9.2% | +104.0% | +107.0% |
| All | +113.2% | +10.4% | +102.8% | +107.0% |
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