+12.0%
GEHC vs WEC
+25.5%
-13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | +3.3% | -2.9% | +6.2% | +3.9% |
| 6M | -10.0% | -5.9% | -4.1% | -8.8% |
| YTD | -18.5% | +4.1% | -22.6% | -19.4% |
| 1Y | -14.4% | +3.1% | -17.5% | -15.3% |
| 3Y | +3.4% | +40.8% | -37.3% | -4.6% |
| All | +12.0% | +25.5% | -13.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling