+7.7%
GEHC vs WCN
+17.4%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -7.9% | -4.4% | -3.4% | -6.2% |
| 30D | -11.7% | -4.4% | -7.3% | -10.1% |
| 3M | +0.8% | +0.5% | +0.3% | +0.9% |
| 6M | -11.6% | -3.3% | -8.3% | -10.5% |
| YTD | -21.6% | -8.5% | -13.1% | -19.0% |
| 1Y | -15.3% | -8.9% | -6.4% | -12.4% |
| 3Y | -0.5% | +18.0% | -18.5% | -6.4% |
| All | +7.7% | +17.4% | -9.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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