-17.8%
GEHC vs WSM
+12.7%
-30.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -7.2% | -0.5% | -6.6% | -7.0% |
| 30D | -11.6% | -7.7% | -3.8% | -8.9% |
| 3M | -0.8% | +3.8% | -4.6% | -2.7% |
| 6M | -11.9% | +22.7% | -34.6% | -19.7% |
| YTD | -21.9% | +28.0% | -49.9% | -30.1% |
| 1Y | -17.8% | +12.7% | -30.6% | -24.4% |
| All | -17.8% | +12.7% | -30.6% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling