+4,561.2%
WAB vs GME
+1,082.6%
+3,478.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -3.2% | +7.2% | -10.4% | -3.7% |
| 30D | -4.4% | +0.8% | -5.2% | -4.5% |
| 3M | +7.9% | -14.0% | +21.8% | +8.9% |
| 6M | +8.7% | -19.7% | +28.4% | +10.1% |
| YTD | +33.0% | -4.6% | +37.6% | +32.8% |
| 1Y | +46.7% | -14.3% | +61.0% | +47.5% |
| 3Y | +153.0% | +4.0% | +149.0% | +126.9% |
| 5Y | +222.3% | -62.2% | +284.5% | +197.9% |
| 10Y | +291.0% | +241.4% | +49.6% | +38.1% |
| All | +4,561.2% | +1,082.6% | +3,478.5% | +1,093.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling