+290.5%
GME vs WTW
+198.0%
+92.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +10.4% | -5.7% | +16.1% | +12.1% |
| 30D | +14.1% | -7.3% | +21.3% | +16.2% |
| 3M | -4.6% | +21.5% | -26.1% | -10.1% |
| 6M | -13.5% | +9.6% | -23.2% | -16.6% |
| YTD | +5.3% | -3.3% | +8.6% | +4.9% |
| 1Y | -14.9% | -6.1% | -8.8% | -14.5% |
| 3Y | +24.3% | +61.8% | -37.6% | -1.2% |
| 5Y | -55.6% | +42.7% | -98.2% | -63.0% |
| All | +290.5% | +198.0% | +92.4% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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