+566.1%
GME vs WU
-21.8%
+588.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | +2.9% | -2.0% | +4.9% | +3.8% |
| 30D | -4.8% | +11.4% | -16.2% | -9.9% |
| 3M | +39.2% | -6.8% | +46.0% | +42.5% |
| 6M | +17.1% | -14.6% | +31.7% | +22.2% |
| YTD | +28.7% | -20.6% | +49.4% | +38.7% |
| 1Y | +23.3% | -15.4% | +38.7% | +28.3% |
| 3Y | +112.9% | -23.6% | +136.5% | +124.6% |
| 5Y | -48.8% | -43.4% | -5.5% | -38.4% |
| 10Y | +478.2% | -38.8% | +517.0% | +569.1% |
| All | +566.1% | -21.8% | +588.0% | +508.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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