+88.5%
WDC vs GAP
-12.4%
+100.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.9% |
| 7D | +12.1% | -1.9% | +14.0% | +12.4% |
| 30D | -18.8% | -7.1% | -11.7% | -17.6% |
| 3M | -39.3% | +4.1% | -43.4% | -39.3% |
| 6M | -40.1% | +1.9% | -42.0% | -40.7% |
| YTD | +71.8% | -15.2% | +87.0% | +77.2% |
| 1Y | +88.5% | -10.6% | +99.1% | +93.0% |
| All | +88.5% | -12.4% | +100.8% | +93.0% |
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