+30.5%
WELL vs GME
+19.3%
+11.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | +7.8% | -6.2% | +13.9% | +7.7% |
| 3M | +10.2% | +35.8% | -25.5% | +10.1% |
| 6M | +16.4% | +10.3% | +6.1% | +16.2% |
| YTD | +35.2% | +27.2% | +7.9% | +32.7% |
| 1Y | +30.5% | +19.1% | +11.3% | +28.9% |
| All | +30.5% | +19.3% | +11.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling