+328.7%
WM vs GAP
+20.3%
+308.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +13.3% | -4.3% | +17.6% | +13.6% |
| 3M | +4.4% | +9.4% | -5.0% | +3.4% |
| 6M | +10.8% | -3.3% | +14.1% | +10.6% |
| YTD | +9.1% | -10.5% | +19.6% | +9.1% |
| 1Y | +19.1% | -2.4% | +21.5% | +18.2% |
| 3Y | +45.7% | +80.1% | -34.4% | +31.7% |
| 5Y | +60.4% | +6.5% | +54.0% | +49.5% |
| 10Y | +328.7% | +14.6% | +314.1% | +244.6% |
| All | +328.7% | +20.3% | +308.4% | +244.6% |
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