+167.9%
WAT vs GME
+255.4%
-87.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.4% |
| 7D | -1.8% | +4.8% | -6.6% | -1.9% |
| 30D | -1.7% | +5.9% | -7.5% | -1.8% |
| 3M | +9.1% | -10.7% | +19.8% | +9.3% |
| 6M | +32.4% | -19.8% | +52.2% | +32.9% |
| YTD | +6.6% | -0.9% | +7.5% | +6.6% |
| 1Y | +34.7% | -15.7% | +50.4% | +35.0% |
| 3Y | +53.6% | +12.3% | +41.3% | +50.3% |
| 5Y | -4.1% | -60.1% | +56.0% | -5.9% |
| 10Y | +167.9% | +265.3% | -97.5% | +113.5% |
| All | +167.9% | +255.4% | -87.5% | +113.5% |
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 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