+14.4%
GME vs WSM
+44.0%
-29.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +2.8% |
| 7D | +7.8% | +8.0% | -0.2% | +6.8% |
| 30D | -0.4% | +13.5% | -13.9% | -1.8% |
| 3M | +30.9% | +8.8% | +22.0% | +29.7% |
| 6M | +5.5% | +54.7% | -49.3% | -2.6% |
| YTD | +25.2% | +53.3% | -28.1% | +14.4% |
| 1Y | +14.4% | +41.1% | -26.7% | +7.7% |
| All | +14.4% | +44.0% | -29.6% | +7.7% |
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