+31.2%
WEC vs GME
-55.8%
+87.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.9% |
| 7D | +0.4% | +4.8% | -4.5% | +0.4% |
| 30D | +0.9% | +5.9% | -5.0% | +0.9% |
| 3M | -5.3% | -10.7% | +5.4% | -5.3% |
| 6M | -6.6% | -19.8% | +13.2% | -6.5% |
| YTD | +3.3% | -0.9% | +4.2% | +3.3% |
| 1Y | +2.1% | -15.7% | +17.7% | +2.1% |
| 3Y | +39.6% | +12.3% | +27.3% | +38.1% |
| 5Y | +31.2% | -60.1% | +91.2% | +28.9% |
| All | +31.2% | -55.8% | +87.0% | +28.9% |
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