+35.7%
WAT vs GME
-49.1%
+84.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +3.4% | +4.8% | -1.4% | +3.2% |
| 30D | +9.6% | -4.3% | +13.9% | +9.8% |
| 3M | +15.5% | +35.3% | -19.9% | +13.7% |
| 6M | +33.9% | +4.7% | +29.2% | +33.4% |
| YTD | +25.2% | +26.6% | -1.5% | +23.6% |
| 1Y | +26.3% | +18.3% | +7.9% | +25.0% |
| 3Y | +85.8% | +102.8% | -17.0% | +64.3% |
| All | +35.7% | -49.1% | +84.8% | +26.6% |
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