+288.2%
WAB vs GME
+271.8%
+16.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | -0.2% | +6.0% | -6.2% | -0.4% |
| 30D | -5.9% | +8.3% | -14.2% | -6.1% |
| 3M | +9.4% | -9.1% | +18.4% | +9.6% |
| 6M | +13.8% | -16.3% | +30.2% | +14.3% |
| YTD | +31.8% | +1.5% | +30.2% | +31.5% |
| 1Y | +48.5% | -16.3% | +64.9% | +49.0% |
| 3Y | +167.0% | +15.1% | +151.8% | +155.1% |
| 5Y | +222.3% | -57.2% | +279.5% | +211.3% |
| All | +288.2% | +271.8% | +16.4% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling