+7.7%
GEHC vs WCC
+186.1%
-178.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -7.9% | +1.7% | -9.5% | -8.2% |
| 30D | -11.7% | -6.1% | -5.6% | -10.7% |
| 3M | +0.8% | +3.1% | -2.3% | -1.1% |
| 6M | -11.6% | +28.2% | -39.8% | -18.6% |
| YTD | -21.6% | +41.1% | -62.7% | -29.9% |
| 1Y | -15.3% | +61.3% | -76.6% | -27.1% |
| 3Y | -0.5% | +123.6% | -124.1% | -24.4% |
| All | +7.7% | +186.1% | -178.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling