+7.2%
GEHC vs WSM
+324.0%
-316.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -7.2% | -0.5% | -6.6% | -7.0% |
| 30D | -11.6% | -7.7% | -3.8% | -9.8% |
| 3M | -0.8% | +3.8% | -4.6% | -2.0% |
| 6M | -11.9% | +22.7% | -34.6% | -16.5% |
| YTD | -21.9% | +28.0% | -49.9% | -26.8% |
| 1Y | -17.8% | +12.7% | -30.6% | -20.9% |
| 3Y | -3.5% | +231.3% | -234.8% | -24.5% |
| All | +7.2% | +324.0% | -316.8% | -23.7% |
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