+330.3%
WM vs GAP
+1.5%
+328.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +3.2% | -1.9% | +5.1% | +3.4% |
| 30D | +13.0% | -7.1% | +20.1% | +13.6% |
| 3M | +9.2% | +4.1% | +5.1% | +8.7% |
| 6M | +13.6% | +1.9% | +11.7% | +13.0% |
| YTD | +12.4% | -15.2% | +27.6% | +12.9% |
| 1Y | +21.2% | -10.6% | +31.8% | +21.2% |
| 3Y | +48.7% | +74.6% | -25.9% | +34.7% |
| 5Y | +61.9% | +3.7% | +58.2% | +51.0% |
| All | +330.3% | +1.5% | +328.8% | +246.5% |
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