+1,403.3%
GME vs WST
+8,404.5%
-7,001.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | -4.3% | +12.7% | -17.0% | -7.5% |
| 3M | +35.3% | +17.2% | +18.2% | +29.3% |
| 6M | +4.7% | +26.7% | -21.9% | -2.4% |
| YTD | +26.6% | +50.3% | -23.6% | +11.5% |
| 1Y | +18.3% | +50.2% | -31.9% | +4.1% |
| 3Y | +102.8% | +21.7% | +81.1% | +73.4% |
| 5Y | -48.9% | +2.0% | -51.0% | -54.7% |
| 10Y | +480.5% | +451.1% | +29.4% | +155.0% |
| All | +1,403.3% | +8,404.5% | -7,001.3% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling