+482.1%
WWD vs GAP
+31.2%
+450.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.6% |
| 7D | -2.6% | -4.1% | +1.5% | -1.6% |
| 30D | -6.9% | +6.2% | -13.2% | -8.7% |
| 3M | -13.0% | -0.7% | -12.4% | -13.6% |
| 6M | -12.5% | -7.1% | -5.3% | -12.0% |
| YTD | +11.8% | -14.1% | +25.9% | +13.9% |
| 1Y | +41.1% | -8.5% | +49.5% | +40.9% |
| 3Y | +163.1% | +115.4% | +47.7% | +84.5% |
| 5Y | +187.6% | +9.8% | +177.8% | +130.0% |
| All | +482.1% | +31.2% | +450.9% | +229.8% |
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