+7.2%
GEHC vs WAB
+182.3%
-175.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.0% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -11.6% | -4.1% | -7.5% | -9.8% |
| 3M | -0.8% | +8.2% | -9.0% | -6.5% |
| 6M | -11.9% | +15.4% | -27.3% | -20.4% |
| YTD | -21.9% | +33.1% | -55.1% | -35.1% |
| 1Y | -17.8% | +48.1% | -65.9% | -36.0% |
| 3Y | -3.5% | +167.7% | -171.3% | -43.2% |
| All | +7.2% | +182.3% | -175.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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