+2,889.1%
WELL vs GME
+1,082.6%
+1,806.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.8% | +7.2% | -8.0% | -1.2% |
| 30D | -0.1% | +0.8% | -0.9% | -0.1% |
| 3M | +18.0% | -14.0% | +32.0% | +18.9% |
| 6M | +15.0% | -19.7% | +34.7% | +16.1% |
| YTD | +28.6% | -4.6% | +33.2% | +28.5% |
| 1Y | +42.9% | -14.3% | +57.3% | +43.5% |
| 3Y | +203.0% | +4.0% | +199.0% | +179.5% |
| 5Y | +206.9% | -62.2% | +269.1% | +188.6% |
| 10Y | +339.5% | +241.4% | +98.1% | +100.8% |
| All | +2,889.1% | +1,082.6% | +1,806.4% | +978.1% |
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