+11,253.4%
WDC vs GAP
+2,131.7%
+9,121.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.7% |
| 7D | +12.1% | -1.9% | +14.0% | +12.8% |
| 30D | -18.8% | -7.1% | -11.7% | -17.1% |
| 3M | -39.3% | +4.1% | -43.4% | -40.5% |
| 6M | -40.1% | +1.9% | -42.0% | -41.8% |
| YTD | +71.8% | -15.2% | +87.0% | +75.2% |
| 1Y | +88.5% | -10.6% | +99.1% | +88.7% |
| 3Y | +770.0% | +74.6% | +695.4% | +551.8% |
| 5Y | +549.0% | +3.7% | +545.4% | +431.1% |
| 10Y | +650.3% | +2.4% | +647.9% | +421.4% |
| All | +11,253.4% | +2,131.7% | +9,121.7% | +1,697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling