+1,016.7%
GME vs WSM
+3,184.5%
-2,167.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | +2.6% | -2.1% | -0.7% |
| 30D | -1.4% | -9.5% | +8.1% | +3.0% |
| 3M | -15.1% | +12.9% | -28.0% | -20.7% |
| 6M | -22.5% | +23.0% | -45.5% | -30.7% |
| YTD | -5.9% | +28.9% | -34.8% | -18.3% |
| 1Y | -18.6% | +13.7% | -32.3% | -25.8% |
| 3Y | +6.7% | +232.6% | -226.0% | -45.0% |
| 5Y | -62.0% | +185.9% | -247.8% | -79.4% |
| 10Y | +239.5% | +998.6% | -759.2% | +6.5% |
| All | +1,016.7% | +3,184.5% | -2,167.9% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling