+198.5%
WMB vs GME
-49.7%
+248.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | -6.9% | +4.8% | -11.7% | -7.0% |
| 30D | -7.2% | -4.3% | -2.9% | -7.1% |
| 3M | -5.4% | +35.3% | -40.8% | -6.3% |
| 6M | -4.9% | +4.7% | -9.6% | -5.1% |
| YTD | +14.7% | +26.6% | -11.9% | +13.6% |
| 1Y | +14.7% | +18.3% | -3.6% | +13.9% |
| 3Y | +116.4% | +102.8% | +13.6% | +98.9% |
| 5Y | +198.5% | -48.9% | +247.5% | +186.1% |
| All | +198.5% | -49.7% | +248.2% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling