+130.7%
WFC vs GAP
+113.8%
+17.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +1.1% | +1.7% | -0.7% | +0.8% |
| 30D | +0.8% | +9.3% | -8.5% | -0.6% |
| 3M | +9.3% | +6.1% | +3.2% | +8.0% |
| 6M | +10.6% | -2.3% | +12.9% | +10.2% |
| YTD | -4.1% | -10.6% | +6.5% | -3.4% |
| 1Y | +13.6% | -4.4% | +18.0% | +12.9% |
| 3Y | +130.7% | +118.3% | +12.4% | +108.2% |
| All | +130.7% | +113.8% | +17.0% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling