+39.3%
GEHC vs WSM
+377.5%
-338.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +21.3% | +5.1% | +16.2% | +19.8% |
| 3M | +12.6% | +5.1% | +7.5% | +11.1% |
| 6M | +34.3% | +48.6% | -14.3% | +21.2% |
| YTD | +1.4% | +44.2% | -42.8% | -7.7% |
| 1Y | +12.5% | +38.1% | -25.6% | +3.2% |
| 3Y | +19.2% | +257.2% | -238.0% | -8.8% |
| All | +39.3% | +377.5% | -338.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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