+642.9%
WDC vs GAP
+1.5%
+641.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.8% |
| 7D | +12.1% | -1.9% | +14.0% | +12.7% |
| 30D | -18.8% | -7.1% | -11.7% | -17.2% |
| 3M | -39.3% | +4.1% | -43.4% | -40.4% |
| 6M | -40.1% | +1.9% | -42.0% | -41.7% |
| YTD | +71.8% | -15.2% | +87.0% | +75.2% |
| 1Y | +88.5% | -10.6% | +99.1% | +88.9% |
| 3Y | +770.0% | +74.6% | +695.4% | +558.2% |
| 5Y | +549.0% | +3.7% | +545.4% | +433.5% |
| All | +642.9% | +1.5% | +641.3% | +377.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling