+493.3%
GME vs WST
+466.7%
+26.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.5% | +1.3% |
| 7D | +5.8% | +1.3% | +4.5% | +5.6% |
| 30D | -3.7% | +12.9% | -16.5% | -5.7% |
| 3M | +33.6% | +16.7% | +16.9% | +30.0% |
| 6M | +5.4% | +26.8% | -21.4% | +1.0% |
| YTD | +27.4% | +50.5% | -23.0% | +17.9% |
| 1Y | +19.0% | +52.9% | -33.9% | +9.8% |
| 3Y | +101.5% | +23.9% | +77.6% | +82.4% |
| 5Y | -50.5% | +1.0% | -51.5% | -54.9% |
| 10Y | +493.3% | +451.4% | +42.0% | +263.7% |
| All | +493.3% | +466.7% | +26.6% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling