+1,595.0%
WM vs GME
+1,082.6%
+512.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.3% | +7.2% | -7.5% | -0.5% |
| 30D | -2.4% | +0.8% | -3.2% | -2.4% |
| 3M | +0.4% | -14.0% | +14.4% | +0.8% |
| 6M | -9.5% | -19.7% | +10.2% | -9.0% |
| YTD | +0.5% | -4.6% | +5.1% | +0.5% |
| 1Y | -1.1% | -14.3% | +13.3% | -0.8% |
| 3Y | +46.0% | +4.0% | +42.0% | +39.1% |
| 5Y | +51.8% | -62.2% | +114.0% | +46.3% |
| 10Y | +307.5% | +241.4% | +66.2% | +148.4% |
| All | +1,595.0% | +1,082.6% | +512.4% | +714.8% |
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