+15,588.9%
WWD vs GAP
+571.2%
+15,017.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +1.3% | -4.5% | +5.8% | +2.4% |
| 30D | -7.2% | +9.0% | -16.2% | -9.6% |
| 3M | -3.8% | +5.0% | -8.8% | -5.7% |
| 6M | -9.9% | -17.8% | +7.9% | -6.8% |
| YTD | +14.8% | -10.4% | +25.2% | +15.7% |
| 1Y | +42.1% | -3.4% | +45.5% | +40.1% |
| 3Y | +170.8% | +111.5% | +59.3% | +98.0% |
| 5Y | +197.5% | +8.8% | +188.7% | +141.8% |
| 10Y | +477.8% | +32.9% | +444.9% | +285.7% |
| All | +15,588.9% | +571.2% | +15,017.7% | +7,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling