+16.9%
GME vs WCC
+129.2%
-112.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.6% |
| 7D | +4.8% | +6.8% | -2.0% | +3.3% |
| 30D | +5.9% | -3.0% | +8.9% | +6.4% |
| 3M | -10.7% | +0.2% | -10.9% | -11.5% |
| 6M | -19.8% | +33.2% | -53.0% | -26.7% |
| YTD | -0.9% | +45.8% | -46.8% | -12.2% |
| 1Y | -15.7% | +68.4% | -84.1% | -28.9% |
| All | +16.9% | +129.2% | -112.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling