+203.2%
WELL vs GME
+5.6%
+197.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -0.8% | +7.2% | -8.0% | -0.8% |
| 30D | -0.1% | +0.8% | -0.9% | -0.1% |
| 3M | +18.0% | -14.0% | +32.0% | +18.1% |
| 6M | +15.0% | -19.7% | +34.7% | +15.1% |
| YTD | +28.6% | -4.6% | +33.2% | +28.6% |
| 1Y | +42.9% | -14.3% | +57.3% | +43.0% |
| All | +203.2% | +5.6% | +197.6% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling