+23.7%
GEHC vs WAT
+85.3%
-61.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.4% |
| 7D | +5.6% | +6.0% | -0.4% | +3.4% |
| 30D | +27.9% | +9.9% | +18.0% | +23.2% |
| 3M | +17.1% | +17.2% | 0.0% | +10.1% |
| 6M | +32.5% | +34.2% | -1.7% | +17.7% |
| YTD | +2.7% | +25.5% | -22.8% | -7.3% |
| 1Y | +15.3% | +28.3% | -13.0% | +3.2% |
| 3Y | +23.7% | +88.4% | -64.7% | -4.4% |
| All | +23.7% | +85.3% | -61.6% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling