+12.0%
GEHC vs WST
+42.5%
-30.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.0% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.0% | -4.6% | -2.4% | -6.5% |
| 3M | +3.3% | +5.7% | -2.4% | +2.8% |
| 6M | -10.0% | +37.6% | -47.6% | -13.0% |
| YTD | -18.5% | +23.0% | -41.5% | -20.4% |
| 1Y | -14.4% | +33.8% | -48.2% | -17.0% |
| 3Y | +3.4% | -13.4% | +16.8% | +0.7% |
| All | +12.0% | +42.5% | -30.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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