+290.5%
GME vs WCN
+235.9%
+54.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +10.4% | -3.1% | +13.5% | +11.1% |
| 30D | +14.1% | -3.4% | +17.5% | +14.8% |
| 3M | -4.6% | +3.0% | -7.6% | -5.4% |
| 6M | -13.5% | -3.8% | -9.8% | -13.2% |
| YTD | +5.3% | -8.3% | +13.6% | +6.8% |
| 1Y | -14.9% | -9.7% | -5.1% | -13.5% |
| 3Y | +24.3% | +17.2% | +7.1% | +15.9% |
| 5Y | -55.6% | +25.3% | -80.8% | -59.3% |
| All | +290.5% | +235.9% | +54.6% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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