+39.3%
GEHC vs WCC
+168.0%
-128.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +0.8% | +9.9% | -9.2% | -1.1% |
| 30D | +21.3% | -8.4% | +29.8% | +22.6% |
| 3M | +12.6% | -10.3% | +22.9% | +13.8% |
| 6M | +34.3% | -10.5% | +44.8% | +34.6% |
| YTD | +1.4% | +32.2% | -30.8% | -9.0% |
| 1Y | +12.5% | +25.5% | -13.1% | +2.3% |
| 3Y | +19.2% | +134.7% | -115.5% | -10.6% |
| All | +39.3% | +168.0% | -128.7% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling