+1,150.2%
GME vs WCC
+7,493.8%
-6,343.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.5% |
| 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% | -7.2% |
| 6M | -13.5% | +35.0% | -48.5% | -23.8% |
| YTD | +5.3% | +46.4% | -41.0% | -10.3% |
| 1Y | -14.9% | +63.0% | -77.9% | -30.7% |
| 3Y | +24.3% | +133.9% | -109.7% | -15.5% |
| 5Y | -55.6% | +226.5% | -282.1% | -73.3% |
| 10Y | +288.5% | +536.5% | -248.1% | +66.2% |
| All | +1,150.2% | +7,493.8% | -6,343.6% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling