-58.4%
GME vs WTW
+42.0%
-100.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +10.4% | -5.7% | +16.1% | +11.9% |
| 30D | +14.1% | -7.3% | +21.3% | +16.1% |
| 3M | -4.6% | +21.5% | -26.1% | -10.0% |
| 6M | -13.5% | +9.6% | -23.2% | -16.5% |
| YTD | +5.3% | -3.3% | +8.6% | +5.4% |
| 1Y | -14.9% | -6.1% | -8.8% | -14.0% |
| 3Y | +24.3% | +61.8% | -37.6% | -14.3% |
| All | -58.4% | +42.0% | -100.4% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling