-17.8%
GEHC vs WAT
+38.4%
-56.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.1% |
| 3M | -0.8% | +13.5% | -14.4% | -4.9% |
| 6M | -11.9% | +37.2% | -49.1% | -21.8% |
| YTD | -21.9% | +7.5% | -29.4% | -25.1% |
| 1Y | -17.8% | +35.0% | -52.9% | -27.0% |
| All | -17.8% | +38.4% | -56.2% | -27.0% |
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