+456.3%
GME vs WING
+620.6%
-164.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.4% |
| 7D | +6.0% | -3.9% | +9.9% | +6.9% |
| 30D | -5.9% | +26.6% | -32.5% | -11.8% |
| 3M | +38.2% | +42.5% | -4.3% | +24.5% |
| 6M | +14.5% | +29.4% | -14.9% | +4.0% |
| YTD | +27.6% | -32.8% | +60.4% | +34.5% |
| 1Y | +19.9% | -33.5% | +53.4% | +26.4% |
| 3Y | +104.3% | -23.4% | +127.7% | +84.0% |
| 5Y | -49.3% | -0.4% | -48.9% | -62.0% |
| All | +456.3% | +620.6% | -164.3% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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