-60.1%
GME vs WCC
+228.2%
-288.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.8% |
| 7D | +4.8% | +6.8% | -2.0% | +2.2% |
| 30D | +5.9% | -3.0% | +8.9% | +6.8% |
| 3M | -10.7% | +0.2% | -10.9% | -12.4% |
| 6M | -19.8% | +33.2% | -53.0% | -31.0% |
| YTD | -0.9% | +45.8% | -46.8% | -18.8% |
| 1Y | -15.7% | +68.4% | -84.1% | -36.1% |
| 3Y | +12.3% | +131.1% | -118.8% | -34.8% |
| 5Y | -60.1% | +225.6% | -285.7% | -83.0% |
| All | -60.1% | +228.2% | -288.3% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling