-27.9%
GEHC vs WETO
-99.4%
+71.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -1.4% |
| 7D | -7.9% | -19.9% | +12.0% | -8.0% |
| 30D | -11.7% | -42.7% | +31.0% | -10.4% |
| 3M | +0.8% | -97.7% | +98.5% | +3.4% |
| 6M | -11.6% | -94.4% | +82.8% | -10.3% |
| YTD | -21.6% | -97.0% | +75.4% | -20.1% |
| 1Y | -15.3% | -98.9% | +83.6% | -13.6% |
| All | -27.9% | -99.4% | +71.4% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling