+1,224.7%
WMB vs GME
+1,477.0%
-252.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +1.6% | +1.6% | -0.1% | +1.4% |
| 30D | -7.1% | -6.2% | -0.9% | -6.7% |
| 3M | -4.0% | +35.8% | -39.8% | -6.3% |
| 6M | -5.7% | +10.3% | -16.0% | -6.7% |
| YTD | +17.2% | +27.2% | -10.1% | +14.4% |
| 1Y | +17.2% | +19.1% | -1.9% | +14.9% |
| 3Y | +121.1% | +103.7% | +17.3% | +86.7% |
| 5Y | +197.2% | -50.0% | +247.2% | +166.6% |
| 10Y | +280.9% | +471.4% | -190.5% | +14.1% |
| All | +1,224.7% | +1,477.0% | -252.3% | +156.6% |
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