+1,043.5%
WAT vs GME
+1,082.6%
-39.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.3% | +7.2% | -8.5% | -1.6% |
| 30D | +2.3% | +0.8% | +1.6% | +2.3% |
| 3M | +8.7% | -14.0% | +22.7% | +9.4% |
| 6M | +28.3% | -19.7% | +48.0% | +29.4% |
| YTD | +7.8% | -4.6% | +12.4% | +7.9% |
| 1Y | +36.6% | -14.3% | +51.0% | +37.2% |
| 3Y | +45.7% | +4.0% | +41.7% | +37.3% |
| 5Y | -3.3% | -62.2% | +58.9% | -7.5% |
| 10Y | +162.1% | +241.4% | -79.3% | +45.5% |
| All | +1,043.5% | +1,082.6% | -39.1% | +377.6% |
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 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