-15.3%
GEHC vs WAB
+47.7%
-63.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | -11.7% | -5.9% | -5.8% | -10.1% |
| 3M | +0.8% | +9.4% | -8.6% | -5.4% |
| 6M | -11.6% | +13.8% | -25.4% | -19.4% |
| YTD | -21.6% | +31.8% | -53.3% | -33.5% |
| 1Y | -15.3% | +48.5% | -63.8% | -30.3% |
| All | -15.3% | +47.7% | -63.0% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling