+512.7%
WPM vs GAP
+27.6%
+485.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.6% |
| 7D | -3.6% | -6.3% | +2.7% | -3.5% |
| 30D | +12.5% | -0.2% | +12.7% | +12.4% |
| 3M | +40.6% | 0.0% | +40.6% | +40.5% |
| 6M | +0.5% | -8.1% | +8.7% | +0.6% |
| YTD | +29.0% | -16.5% | +45.5% | +29.3% |
| 1Y | +43.8% | -10.5% | +54.3% | +43.9% |
| 3Y | +266.3% | +104.0% | +162.3% | +260.1% |
| 5Y | +255.1% | +6.8% | +248.3% | +247.7% |
| All | +512.7% | +27.6% | +485.1% | +489.7% |
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