+1,359.8%
WDC vs GAP
+113.8%
+1,246.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | +6.0% | +1.7% | +4.3% | +5.7% |
| 30D | +9.9% | +9.3% | +0.6% | +7.9% |
| 3M | -9.4% | +6.1% | -15.5% | -10.9% |
| 6M | +94.7% | -2.3% | +97.0% | +93.5% |
| YTD | +177.4% | -10.6% | +188.0% | +180.1% |
| 1Y | +412.6% | -4.4% | +417.0% | +408.7% |
| 3Y | +1,359.8% | +118.3% | +1,241.5% | +1,300.2% |
| All | +1,359.8% | +113.8% | +1,246.0% | +1,300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling