+44.9%
WAB vs GME
+15.0%
+30.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.1% |
| 7D | +4.5% | +7.8% | -3.2% | +4.6% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -1.3% | +30.9% | -32.1% | -0.2% |
| 6M | +12.7% | +5.5% | +7.3% | +14.3% |
| YTD | +38.7% | +25.2% | +13.5% | +37.7% |
| 1Y | +44.9% | +14.4% | +30.6% | +42.5% |
| All | +44.9% | +15.0% | +30.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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