+3.4%
GEHC vs WCC
+137.6%
-134.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.6% |
| 7D | -5.2% | +8.5% | -13.7% | -7.0% |
| 30D | -7.0% | -1.0% | -6.0% | -7.0% |
| 3M | +3.3% | +2.1% | +1.2% | +1.7% |
| 6M | -10.0% | +36.8% | -46.8% | -19.2% |
| YTD | -18.5% | +47.7% | -66.2% | -28.8% |
| 1Y | -14.4% | +66.5% | -80.9% | -28.3% |
| 3Y | +3.4% | +134.2% | -130.7% | -26.8% |
| All | +3.4% | +137.6% | -134.2% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling