-50.6%
GME vs WCN
+48.0%
-98.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.9% | +2.6% | +0.3% | +2.3% |
| 30D | -4.8% | +23.9% | -28.7% | -10.0% |
| 3M | +39.2% | +17.4% | +21.8% | +33.3% |
| 6M | +17.1% | +28.0% | -10.9% | +9.0% |
| YTD | +28.7% | +11.6% | +17.2% | +24.7% |
| 1Y | +23.3% | +16.9% | +6.5% | +17.5% |
| 3Y | +112.9% | +51.6% | +61.3% | +63.8% |
| All | -50.6% | +48.0% | -98.5% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling