-14.3%
GME vs WETO
-98.9%
+84.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -20.8% | +20.4% | -0.4% |
| 7D | +7.2% | -55.4% | +62.6% | +7.2% |
| 30D | +0.8% | -48.5% | +49.3% | +0.2% |
| 3M | -14.0% | -97.5% | +83.5% | -12.9% |
| 6M | -19.7% | -94.2% | +74.5% | -20.4% |
| YTD | -4.6% | -97.0% | +92.4% | -0.8% |
| 1Y | -14.3% | -98.9% | +84.6% | -0.5% |
| All | -14.3% | -98.9% | +84.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling