+8,268.6%
WFC vs GAP
+2,150.7%
+6,117.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +1.7% | -5.2% | +6.9% | +3.1% |
| 30D | +6.8% | -6.9% | +13.8% | +8.6% |
| 3M | -3.0% | +5.7% | -8.7% | -5.0% |
| 6M | +15.4% | +0.9% | +14.5% | +13.3% |
| YTD | -5.9% | -14.5% | +8.6% | -4.3% |
| 1Y | +1.7% | -12.1% | +13.8% | +2.3% |
| 3Y | +124.9% | +72.2% | +52.7% | +74.0% |
| 5Y | +90.5% | +4.5% | +85.9% | +57.0% |
| 10Y | +117.8% | +3.3% | +114.5% | +55.6% |
| All | +8,268.6% | +2,150.7% | +6,117.9% | +1,930.9% |
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