+265.3%
GME vs WST
+325.7%
-60.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +5.9% | -4.3% | +10.2% | +6.7% |
| 3M | -10.7% | +0.7% | -11.5% | -11.0% |
| 6M | -19.8% | +36.0% | -55.8% | -24.3% |
| YTD | -0.9% | +22.7% | -23.7% | -5.0% |
| 1Y | -15.7% | +34.1% | -49.8% | -20.4% |
| 3Y | +12.3% | -13.6% | +25.9% | +10.0% |
| 5Y | -60.1% | -26.0% | -34.1% | -61.8% |
| 10Y | +265.3% | +335.8% | -70.5% | +133.1% |
| All | +265.3% | +325.7% | -60.4% | +133.1% |
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