+128.3%
WFC vs GAP
+6.6%
+121.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.8% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | +2.5% | -0.7% | +3.2% | +2.3% |
| 3M | +10.0% | -0.5% | +10.5% | +9.6% |
| 6M | +15.1% | -5.0% | +20.0% | +15.0% |
| YTD | -2.2% | -14.7% | +12.5% | -0.6% |
| 1Y | +13.5% | -8.6% | +22.1% | +13.3% |
| 3Y | +135.2% | +108.4% | +26.9% | +86.9% |
| 5Y | +128.3% | +5.8% | +122.5% | +86.0% |
| All | +128.3% | +6.6% | +121.7% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling