+83.4%
WAT vs GME
+106.8%
-23.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +0.6% | +2.9% | -2.3% | +0.5% |
| 30D | +5.4% | -4.8% | +10.2% | +5.6% |
| 3M | +11.3% | +39.2% | -27.9% | +10.2% |
| 6M | +37.4% | +17.1% | +20.3% | +36.7% |
| YTD | +21.2% | +28.7% | -7.6% | +20.3% |
| 1Y | +21.3% | +23.3% | -2.0% | +20.5% |
| 3Y | +83.4% | +112.9% | -29.6% | +73.4% |
| All | +83.4% | +106.8% | -23.4% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling