+142.7%
WFC vs GAP
+27.6%
+115.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +0.3% | -6.3% | +6.6% | +1.9% |
| 30D | +2.3% | -0.2% | +2.5% | +2.0% |
| 3M | +9.8% | 0.0% | +9.7% | +9.0% |
| 6M | +15.6% | -8.1% | +23.7% | +16.3% |
| YTD | -2.4% | -16.5% | +14.0% | +0.2% |
| 1Y | +13.8% | -10.5% | +24.3% | +13.9% |
| 3Y | +134.6% | +104.0% | +30.7% | +69.5% |
| 5Y | +127.9% | +6.8% | +121.2% | +85.0% |
| All | +142.7% | +27.6% | +115.1% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling