+4,404.6%
WEC vs GAP
+2,227.0%
+2,177.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +12.8% | -5.4% | +18.2% | +13.2% |
| 3M | +11.2% | +2.9% | +8.3% | +10.8% |
| 6M | +6.6% | -4.4% | +11.0% | +6.5% |
| YTD | +13.8% | -11.6% | +25.4% | +14.0% |
| 1Y | +7.6% | -6.0% | +13.7% | +7.3% |
| 3Y | +62.2% | +78.0% | -15.8% | +50.3% |
| 5Y | +52.0% | +8.5% | +43.5% | +42.9% |
| 10Y | +189.4% | +8.6% | +180.8% | +153.0% |
| All | +4,404.6% | +2,227.0% | +2,177.6% | +2,650.5% |
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