-54.0%
GME vs WST
-0.1%
-53.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +3.6% |
| 7D | +3.7% | -3.1% | +6.8% | +4.3% |
| 30D | +2.2% | +9.1% | -6.9% | +0.6% |
| 3M | +30.6% | +14.7% | +15.9% | +27.4% |
| 6M | -0.2% | +28.0% | -28.2% | -4.8% |
| YTD | +25.1% | +45.6% | -20.5% | +15.9% |
| 1Y | +17.7% | +45.7% | -28.0% | +8.9% |
| 3Y | +85.7% | +21.1% | +64.6% | +64.5% |
| All | -54.0% | -0.1% | -53.9% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling