+608.2%
WDC vs GAP
+5.8%
+602.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.0% | +10.3% | +8.8% |
| 7D | -3.2% | -9.3% | +6.1% | -0.7% |
| 30D | -19.0% | -5.5% | -13.5% | -17.9% |
| 3M | -28.4% | +3.5% | -31.9% | -29.4% |
| 6M | -39.2% | +0.7% | -39.9% | -40.3% |
| YTD | +82.1% | -13.4% | +95.4% | +84.7% |
| 1Y | +84.7% | -7.7% | +92.3% | +83.9% |
| 3Y | +825.6% | +74.4% | +751.2% | +623.0% |
| 5Y | +608.2% | +5.3% | +602.8% | +429.4% |
| All | +608.2% | +5.8% | +602.3% | +429.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling