+191.2%
WWD vs GAP
+2.1%
+189.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +4.0% | -1.9% | +5.9% | +4.3% |
| 30D | +0.4% | -7.1% | +7.5% | +1.4% |
| 3M | -7.9% | +4.1% | -12.0% | -8.8% |
| 6M | -10.6% | +1.9% | -12.6% | -11.7% |
| YTD | +9.4% | -15.2% | +24.6% | +10.8% |
| 1Y | +25.7% | -10.6% | +36.4% | +26.3% |
| 3Y | +148.5% | +74.6% | +74.0% | +113.3% |
| All | +191.2% | +2.1% | +189.1% | +148.5% |
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 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