-58.2%
GME vs WCN
+26.9%
-85.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.6% |
| 7D | +4.8% | -1.7% | +6.6% | +5.3% |
| 30D | +5.9% | -3.0% | +8.8% | +6.7% |
| 3M | -10.7% | +2.5% | -13.3% | -11.7% |
| 6M | -19.8% | -5.7% | -14.1% | -18.7% |
| YTD | -0.9% | -7.4% | +6.5% | +0.8% |
| 1Y | -15.7% | -8.6% | -7.1% | -14.0% |
| 3Y | +12.3% | +19.4% | -7.1% | -5.0% |
| All | -58.2% | +26.9% | -85.1% | -67.0% |
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