+313.2%
WMB vs GME
+255.4%
+57.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.1% |
| 7D | 0.0% | +4.8% | -4.9% | -0.2% |
| 30D | +4.6% | +5.9% | -1.3% | +4.4% |
| 3M | +5.7% | -10.7% | +16.5% | +6.1% |
| 6M | +4.2% | -19.8% | +24.0% | +4.8% |
| YTD | +26.8% | -0.9% | +27.8% | +26.6% |
| 1Y | +34.7% | -15.7% | +50.4% | +35.0% |
| 3Y | +146.8% | +12.3% | +134.5% | +135.2% |
| 5Y | +285.0% | -60.1% | +345.1% | +271.3% |
| 10Y | +313.2% | +265.3% | +47.9% | +128.4% |
| All | +313.2% | +255.4% | +57.8% | +128.4% |
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