-14.3%
GME vs WSM
+19.9%
-34.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +7.2% | -3.3% | +10.5% | +7.5% |
| 30D | +0.8% | -8.4% | +9.2% | +1.6% |
| 3M | -14.0% | +9.7% | -23.6% | -15.6% |
| 6M | -19.7% | +16.7% | -36.4% | -22.8% |
| YTD | -4.6% | +28.7% | -33.3% | -9.2% |
| 1Y | -14.3% | +13.7% | -28.0% | -19.8% |
| All | -14.3% | +19.9% | -34.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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