-28.3%
GEHC vs WETO
-99.4%
+71.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -7.2% | -4.3% | -2.8% | -7.2% |
| 30D | -11.6% | -39.9% | +28.3% | -10.2% |
| 3M | -0.8% | -97.9% | +97.1% | +1.6% |
| 6M | -11.9% | -95.0% | +83.1% | -10.6% |
| YTD | -21.9% | -97.2% | +75.2% | -20.6% |
| 1Y | -17.8% | -98.9% | +81.1% | -16.2% |
| All | -28.3% | -99.4% | +71.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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