+319.6%
WM vs GME
+482.1%
-162.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.3% |
| 7D | +1.2% | +4.8% | -3.6% | +1.1% |
| 30D | +13.7% | -4.3% | +17.9% | +13.7% |
| 3M | +5.2% | +35.3% | -30.1% | +5.0% |
| 6M | +11.2% | +4.7% | +6.5% | +11.1% |
| YTD | +9.4% | +26.6% | -17.2% | +9.2% |
| 1Y | +20.4% | +18.3% | +2.1% | +20.2% |
| 3Y | +44.7% | +102.8% | -58.1% | +42.2% |
| 5Y | +58.5% | -48.9% | +107.4% | +56.9% |
| All | +319.6% | +482.1% | -162.4% | +241.5% |
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 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