+1,191.1%
WAT vs GME
+1,481.4%
-290.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +2.0% | +6.0% | -4.0% | +1.8% |
| 30D | +7.7% | -5.9% | +13.6% | +8.0% |
| 3M | +11.1% | +38.2% | -27.1% | +9.4% |
| 6M | +31.2% | +14.5% | +16.7% | +30.3% |
| YTD | +21.7% | +27.6% | -5.9% | +20.2% |
| 1Y | +19.3% | +19.9% | -0.6% | +18.1% |
| 3Y | +80.6% | +104.3% | -23.7% | +65.1% |
| 5Y | +29.5% | -49.3% | +78.8% | +22.4% |
| 10Y | +225.3% | +473.0% | -247.7% | +71.7% |
| All | +1,191.1% | +1,481.4% | -290.3% | +432.1% |
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