+393.7%
GME vs WU
-19.6%
+413.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +7.2% | -0.8% | +8.0% | +7.6% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | -14.0% | -3.9% | -10.1% | -14.4% |
| 6M | -19.7% | -20.7% | +0.9% | -12.5% |
| YTD | -4.6% | -18.4% | +13.8% | +2.4% |
| 1Y | -14.3% | -8.1% | -6.3% | -14.5% |
| 3Y | +4.0% | -24.2% | +28.2% | +10.8% |
| 5Y | -62.2% | -50.4% | -11.8% | -50.8% |
| 10Y | +241.4% | -40.0% | +281.4% | +301.3% |
| All | +393.7% | -19.6% | +413.3% | +348.7% |
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