-57.2%
GME vs WSM
+171.2%
-228.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +8.3% | -10.7% | +19.1% | +14.1% |
| 3M | -9.1% | +8.5% | -17.5% | -13.7% |
| 6M | -16.3% | +19.6% | -36.0% | -24.9% |
| YTD | +1.5% | +26.6% | -25.1% | -12.2% |
| 1Y | -16.3% | +12.0% | -28.3% | -23.7% |
| 3Y | +15.1% | +226.6% | -211.5% | -50.2% |
| 5Y | -57.2% | +174.1% | -231.3% | -80.4% |
| All | -57.2% | +171.2% | -228.4% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling