+656.7%
WFC vs GME
+1,082.6%
-425.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +3.8% | +7.2% | -3.4% | +3.2% |
| 30D | +1.5% | +0.8% | +0.7% | +1.4% |
| 3M | +10.9% | -14.0% | +24.8% | +12.0% |
| 6M | +8.4% | -19.7% | +28.2% | +9.9% |
| YTD | -1.9% | -4.6% | +2.7% | -1.9% |
| 1Y | +12.3% | -14.3% | +26.7% | +13.1% |
| 3Y | +132.3% | +4.0% | +128.3% | +107.9% |
| 5Y | +130.1% | -62.2% | +192.3% | +112.0% |
| 10Y | +134.4% | +241.4% | -107.0% | -19.4% |
| All | +656.7% | +1,082.6% | -425.9% | +94.7% |
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 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