+53.9%
WM vs GAP
+9.0%
+45.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.3% | -4.5% | +4.2% | -0.2% |
| 30D | -2.4% | +9.0% | -11.4% | -2.7% |
| 3M | +0.4% | +5.0% | -4.6% | +0.2% |
| 6M | -9.5% | -17.8% | +8.3% | -9.1% |
| YTD | +0.5% | -10.4% | +10.9% | +0.6% |
| 1Y | -1.1% | -3.4% | +2.3% | -1.4% |
| 3Y | +46.0% | +111.5% | -65.4% | +38.3% |
| All | +53.9% | +9.0% | +45.0% | +44.4% |
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