+291.5%
WDAY vs GME
+546.7%
-255.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -4.8% | +6.0% | -10.8% | -5.0% |
| 30D | +2.5% | -5.9% | +8.4% | +2.7% |
| 3M | +8.8% | +38.2% | -29.4% | +7.4% |
| 6M | +60.7% | +14.5% | +46.2% | +59.8% |
| YTD | -11.2% | +27.6% | -38.8% | -12.1% |
| 1Y | -15.6% | +19.9% | -35.6% | -16.3% |
| 3Y | -17.1% | +104.3% | -121.4% | -23.0% |
| 5Y | -35.7% | -49.3% | +13.6% | -38.7% |
| 10Y | +130.4% | +473.0% | -342.6% | +34.8% |
| All | +291.5% | +546.7% | -255.2% | +161.3% |
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