+296.4%
WBD vs GME
+551.5%
-255.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | +5.0% | -1.4% | +6.4% | +5.1% |
| 3M | +6.2% | -15.1% | +21.4% | +7.8% |
| 6M | +0.6% | -22.5% | +23.1% | +2.8% |
| YTD | -2.4% | -5.9% | +3.5% | -2.4% |
| 1Y | +127.7% | -18.6% | +146.3% | +130.7% |
| 3Y | +148.4% | +6.7% | +141.7% | +117.1% |
| 5Y | +4.2% | -62.0% | +66.2% | -4.5% |
| 10Y | +10.8% | +239.5% | -228.7% | -58.4% |
| All | +296.4% | +551.5% | -255.1% | +18.6% |
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