+4,021.5%
WEC vs GAP
+2,253.0%
+1,768.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +0.3% | +9.3% | -9.0% | -0.4% |
| 3M | -2.9% | +6.1% | -9.0% | -3.5% |
| 6M | -5.9% | -2.3% | -3.6% | -6.2% |
| YTD | +4.1% | -10.6% | +14.7% | +4.3% |
| 1Y | +3.1% | -4.4% | +7.6% | +2.6% |
| 3Y | +40.8% | +118.3% | -77.5% | +28.4% |
| 5Y | +31.7% | +12.2% | +19.5% | +23.4% |
| 10Y | +141.1% | +33.7% | +107.4% | +107.3% |
| All | +4,021.5% | +2,253.0% | +1,768.6% | +2,416.8% |
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