+328.7%
WM vs GME
+520.4%
-191.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | +0.1% |
| 7D | -0.5% | +5.8% | -6.3% | -0.5% |
| 30D | +13.3% | -3.7% | +17.0% | +13.3% |
| 3M | +4.4% | +33.6% | -29.2% | +4.2% |
| 6M | +10.8% | +5.4% | +5.4% | +10.8% |
| YTD | +9.1% | +27.4% | -18.4% | +8.8% |
| 1Y | +19.1% | +19.0% | +0.1% | +18.9% |
| 3Y | +45.7% | +101.5% | -55.8% | +43.2% |
| 5Y | +60.4% | -50.5% | +110.9% | +58.9% |
| 10Y | +328.7% | +493.3% | -164.6% | +249.4% |
| All | +328.7% | +520.4% | -191.7% | +249.4% |
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