+37.3%
GEHC vs WAB
+199.6%
-162.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.3% | +7.9% | -10.2% | -5.9% |
| 30D | +19.0% | +4.9% | +14.2% | +16.0% |
| 3M | +13.3% | +1.8% | +11.5% | +11.9% |
| 6M | +31.5% | +12.0% | +19.6% | +21.7% |
| YTD | 0.0% | +41.3% | -41.3% | -19.6% |
| 1Y | +9.4% | +43.8% | -34.5% | -12.9% |
| 3Y | +18.3% | +171.1% | -152.7% | -31.3% |
| All | +37.3% | +199.6% | -162.3% | -24.3% |
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