+1,410.3%
GME vs WST
+8,410.9%
-7,000.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -6.2% | +12.3% | -18.5% | -9.2% |
| 3M | +35.8% | +17.5% | +18.3% | +29.6% |
| 6M | +10.3% | +28.2% | -17.9% | +2.4% |
| YTD | +27.2% | +50.4% | -23.2% | +12.0% |
| 1Y | +19.1% | +49.3% | -30.2% | +4.9% |
| 3Y | +103.7% | +21.8% | +81.9% | +74.2% |
| 5Y | -50.0% | +0.3% | -50.3% | -55.4% |
| 10Y | +471.4% | +451.2% | +20.3% | +151.0% |
| All | +1,410.3% | +8,410.9% | -7,000.6% | +149.9% |
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 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