+23.3%
GME vs WWD
+21.4%
+2.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +2.9% | +4.0% | -1.0% | +2.6% |
| 30D | -4.8% | +0.4% | -5.2% | -4.9% |
| 3M | +39.2% | -7.9% | +47.1% | +39.4% |
| 6M | +17.1% | -10.6% | +27.7% | +17.1% |
| YTD | +28.7% | +9.4% | +19.3% | +28.3% |
| 1Y | +23.3% | +25.7% | -2.4% | +20.5% |
| All | +23.3% | +21.4% | +2.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling