-14.9%
GME vs WSM
+12.7%
-27.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 7D | +10.4% | -0.5% | +10.9% | +10.4% |
| 30D | +14.1% | -7.7% | +21.8% | +14.9% |
| 3M | -4.6% | +3.8% | -8.4% | -5.5% |
| 6M | -13.5% | +22.7% | -36.2% | -17.3% |
| YTD | +5.3% | +28.0% | -22.7% | +0.3% |
| 1Y | -14.9% | +12.7% | -27.6% | -20.7% |
| All | -14.9% | +12.7% | -27.6% | -20.7% |
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