+135.6%
GME vs WING
+405.9%
-270.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +7.2% | -3.9% | +11.1% | +8.2% |
| 30D | +0.8% | -11.6% | +12.4% | +3.2% |
| 3M | -14.0% | -24.2% | +10.2% | -9.3% |
| 6M | -19.7% | -54.1% | +34.3% | -5.2% |
| YTD | -4.6% | -53.9% | +49.3% | +10.8% |
| 1Y | -14.3% | -64.4% | +50.0% | +5.6% |
| 3Y | +4.0% | -30.2% | +34.2% | -4.9% |
| 5Y | -62.2% | -34.1% | -28.1% | -67.4% |
| 10Y | +241.4% | +342.1% | -100.8% | +97.3% |
| All | +135.6% | +405.9% | -270.3% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling