-60.1%
GME vs WWD
+191.3%
-251.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +5.9% | -5.1% | +11.0% | +7.6% |
| 3M | -10.7% | -11.2% | +0.5% | -7.9% |
| 6M | -19.8% | -12.0% | -7.8% | -17.7% |
| YTD | -0.9% | +12.0% | -12.9% | -8.4% |
| 1Y | -15.7% | +42.8% | -58.5% | -30.3% |
| 3Y | +12.3% | +168.9% | -156.6% | -38.6% |
| 5Y | -60.1% | +192.2% | -252.3% | -80.0% |
| All | -60.1% | +191.3% | -251.4% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling