+15.5%
GEHC vs WAT
+20.9%
-5.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | -2.0% | +2.3% | -4.3% | -2.9% |
| 3M | +8.0% | +8.7% | -0.8% | +4.3% |
| 6M | -12.8% | +28.3% | -41.1% | -21.6% |
| YTD | -15.9% | +7.8% | -23.7% | -19.5% |
| 1Y | -6.9% | +36.6% | -43.5% | -19.1% |
| 3Y | 0.0% | +45.7% | -45.7% | -16.8% |
| All | +15.5% | +20.9% | -5.4% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling