+1,032.6%
GME vs WST
+6,908.3%
-5,875.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +7.2% | +0.7% | +6.5% | +7.0% |
| 30D | +0.8% | -3.1% | +3.9% | +1.7% |
| 3M | -14.0% | +7.2% | -21.2% | -15.9% |
| 6M | -19.7% | +36.8% | -56.5% | -27.3% |
| YTD | -4.6% | +23.8% | -28.4% | -11.2% |
| 1Y | -14.3% | +37.8% | -52.1% | -23.0% |
| 3Y | +4.0% | -15.9% | +19.9% | -0.1% |
| 5Y | -62.2% | -25.8% | -36.4% | -63.2% |
| 10Y | +241.4% | +319.6% | -78.2% | +62.9% |
| All | +1,032.6% | +6,908.3% | -5,875.7% | +98.1% |
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 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