+12.0%
GEHC vs WAT
+19.0%
-7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -5.2% | -0.7% | -4.5% | -4.9% |
| 30D | -7.0% | -1.0% | -6.0% | -6.6% |
| 3M | +3.3% | +10.9% | -7.6% | -0.9% |
| 6M | -10.0% | +33.2% | -43.2% | -20.3% |
| YTD | -18.5% | +6.1% | -24.5% | -21.4% |
| 1Y | -14.4% | +30.2% | -44.6% | -24.2% |
| 3Y | +3.4% | +52.9% | -49.4% | -15.5% |
| All | +12.0% | +19.0% | -7.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling