+276.3%
WPM vs GAP
+113.8%
+162.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +7.0% | +1.7% | +5.3% | +7.0% |
| 30D | +15.7% | +9.3% | +6.4% | +15.3% |
| 3M | +35.2% | +6.1% | +29.1% | +34.8% |
| 6M | +6.1% | -2.3% | +8.4% | +6.0% |
| YTD | +32.6% | -10.6% | +43.2% | +32.7% |
| 1Y | +46.9% | -4.4% | +51.3% | +46.9% |
| 3Y | +276.3% | +118.3% | +158.0% | +271.3% |
| All | +276.3% | +113.8% | +162.5% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling