+16.9%
GME vs WSM
+232.0%
-215.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +4.8% | +2.6% | +2.2% | +3.9% |
| 30D | +5.9% | -9.3% | +15.1% | +9.2% |
| 3M | -10.7% | +7.1% | -17.8% | -13.6% |
| 6M | -19.8% | +21.7% | -41.5% | -26.2% |
| YTD | -0.9% | +28.7% | -29.7% | -11.3% |
| 1Y | -15.7% | +13.9% | -29.5% | -21.4% |
| All | +16.9% | +232.0% | -215.1% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling