+9.3%
GEHC vs WAT
+19.5%
-10.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -7.6% | -1.8% | -5.8% | -7.0% |
| 30D | -10.7% | -1.7% | -9.0% | -10.1% |
| 3M | -1.2% | +9.1% | -10.3% | -4.6% |
| 6M | -13.7% | +32.4% | -46.2% | -23.4% |
| YTD | -20.4% | +6.6% | -27.0% | -23.4% |
| 1Y | -17.0% | +34.7% | -51.7% | -27.5% |
| 3Y | +0.9% | +53.6% | -52.6% | -17.6% |
| All | +9.3% | +19.5% | -10.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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