+222.9%
WAB vs GME
-55.8%
+278.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.6% |
| 7D | +0.2% | +4.8% | -4.6% | 0.0% |
| 30D | -4.6% | +5.9% | -10.4% | -4.8% |
| 3M | +5.6% | -10.7% | +16.4% | +6.1% |
| 6M | +13.8% | -19.8% | +33.6% | +14.7% |
| YTD | +31.9% | -0.9% | +32.8% | +31.5% |
| 1Y | +48.3% | -15.7% | +63.9% | +48.9% |
| 3Y | +167.1% | +12.3% | +154.8% | +143.8% |
| 5Y | +222.9% | -60.1% | +282.9% | +211.4% |
| All | +222.9% | -55.8% | +278.7% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling