+349.9%
WELL vs GME
+271.8%
+78.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | -2.2% | +6.0% | -8.3% | -2.4% |
| 30D | +4.7% | +8.3% | -3.7% | +4.5% |
| 3M | +11.9% | -9.1% | +21.0% | +12.1% |
| 6M | +14.3% | -16.3% | +30.6% | +14.7% |
| YTD | +28.4% | +1.5% | +26.8% | +28.1% |
| 1Y | +42.3% | -16.3% | +58.6% | +42.7% |
| 3Y | +202.6% | +15.1% | +187.4% | +191.3% |
| 5Y | +206.5% | -57.2% | +263.7% | +197.5% |
| All | +349.9% | +271.8% | +78.2% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling