+31.2%
WEC vs GAP
+6.6%
+24.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.7% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | +0.9% | -0.7% | +1.6% | +0.9% |
| 3M | -5.3% | -0.5% | -4.9% | -5.4% |
| 6M | -6.6% | -5.0% | -1.6% | -6.6% |
| YTD | +3.3% | -14.7% | +17.9% | +3.5% |
| 1Y | +2.1% | -8.6% | +10.7% | +2.0% |
| 3Y | +39.6% | +108.4% | -68.8% | +31.8% |
| 5Y | +31.2% | +5.8% | +25.4% | +22.9% |
| All | +31.2% | +6.6% | +24.6% | +22.9% |
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