+40.8%
WEC vs GAP
+113.8%
-73.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | +0.3% | +9.3% | -9.0% | +0.1% |
| 3M | -2.9% | +6.1% | -9.0% | -3.1% |
| 6M | -5.9% | -2.3% | -3.6% | -6.0% |
| YTD | +4.1% | -10.6% | +14.7% | +4.2% |
| 1Y | +3.1% | -4.4% | +7.6% | +3.0% |
| 3Y | +40.8% | +118.3% | -77.5% | +35.7% |
| All | +40.8% | +113.8% | -73.0% | +35.7% |
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