+461.3%
GME vs WCC
+431.3%
+30.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +2.9% | +9.9% | -7.0% | -0.7% |
| 30D | -4.8% | -8.4% | +3.7% | -2.7% |
| 3M | +39.2% | -10.3% | +49.5% | +42.3% |
| 6M | +17.1% | -10.5% | +27.6% | +17.6% |
| YTD | +28.7% | +32.2% | -3.4% | +9.3% |
| 1Y | +23.3% | +25.5% | -2.2% | +6.6% |
| 3Y | +112.9% | +134.7% | -21.8% | +31.1% |
| 5Y | -48.8% | +139.9% | -188.8% | -69.9% |
| All | +461.3% | +431.3% | +30.0% | +100.4% |
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