+111.0%
GME vs WCC
+138.4%
-27.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +6.0% | +14.2% | -8.2% | +3.3% |
| 30D | -5.9% | -9.8% | +4.0% | -4.4% |
| 3M | +38.2% | -10.1% | +48.3% | +39.9% |
| 6M | +14.5% | -9.4% | +23.9% | +14.8% |
| YTD | +27.6% | +34.4% | -6.8% | +14.3% |
| 1Y | +19.9% | +23.3% | -3.3% | +9.9% |
| All | +111.0% | +138.4% | -27.4% | +23.8% |
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 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