+290.5%
GME vs WCC
+541.6%
-251.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.4% |
| 7D | +10.4% | +1.5% | +8.9% | +9.7% |
| 30D | +14.1% | -2.1% | +16.2% | +14.6% |
| 3M | -4.6% | +3.8% | -8.5% | -7.6% |
| 6M | -13.5% | +35.0% | -48.5% | -25.3% |
| YTD | +5.3% | +46.4% | -41.0% | -12.7% |
| 1Y | -14.9% | +63.0% | -77.9% | -33.2% |
| 3Y | +24.3% | +133.9% | -109.7% | -22.2% |
| 5Y | -55.6% | +226.5% | -282.1% | -76.4% |
| All | +290.5% | +541.6% | -251.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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