+3.4%
GEHC vs WAB
+168.6%
-165.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -5.2% | +1.7% | -6.8% | -6.0% |
| 30D | -7.0% | -2.4% | -4.5% | -5.8% |
| 3M | +3.3% | +9.7% | -6.4% | -3.8% |
| 6M | -10.0% | +16.5% | -26.5% | -19.8% |
| YTD | -18.5% | +33.7% | -52.2% | -33.5% |
| 1Y | -14.4% | +49.7% | -64.1% | -35.2% |
| 3Y | +3.4% | +170.9% | -167.5% | -44.2% |
| All | +3.4% | +168.6% | -165.1% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling