+10.9%
GEHC vs WAT
+20.7%
-9.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -2.3% | +2.0% | -4.3% | -2.9% |
| 30D | +19.0% | +7.7% | +11.3% | +16.0% |
| 3M | +13.3% | +11.1% | +2.2% | +9.2% |
| 6M | +31.5% | +31.2% | +0.3% | +19.4% |
| YTD | 0.0% | +21.7% | -21.7% | -7.8% |
| All | +10.9% | +20.7% | -9.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling