+4,464.3%
WEC vs GAP
+2,131.7%
+2,332.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | +2.3% | -1.9% | +4.2% | +2.5% |
| 30D | +11.1% | -7.1% | +18.1% | +11.6% |
| 3M | +8.4% | +4.1% | +4.3% | +8.0% |
| 6M | +7.5% | +1.9% | +5.6% | +6.9% |
| YTD | +15.3% | -15.2% | +30.5% | +15.9% |
| 1Y | +9.7% | -10.6% | +20.4% | +9.7% |
| 3Y | +64.7% | +74.6% | -9.9% | +52.8% |
| 5Y | +57.3% | +3.7% | +53.6% | +48.3% |
| 10Y | +195.9% | +2.4% | +193.5% | +159.8% |
| All | +4,464.3% | +2,131.7% | +2,332.7% | +2,695.1% |
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