+36.6%
WAT vs GME
-15.8%
+52.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | +7.2% | -8.5% | -2.5% |
| 30D | +2.3% | +0.8% | +1.6% | +2.2% |
| 3M | +8.7% | -14.0% | +22.7% | +11.3% |
| 6M | +28.3% | -19.7% | +48.0% | +32.6% |
| YTD | +7.8% | -4.6% | +12.4% | +9.8% |
| 1Y | +36.6% | -14.3% | +51.0% | +35.3% |
| All | +36.6% | -15.8% | +52.4% | +35.3% |
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