+14.1%
GEHC vs WST
+52.5%
-38.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +3.7% | +1.4% | +2.3% | +3.3% |
| 30D | +27.3% | +12.7% | +14.6% | +22.6% |
| 3M | +14.7% | +17.2% | -2.4% | +9.2% |
| 6M | +31.9% | +26.7% | +5.3% | +22.9% |
| YTD | +2.2% | +50.3% | -48.1% | -9.2% |
| 1Y | +14.1% | +50.2% | -36.2% | +1.2% |
| All | +14.1% | +52.5% | -38.5% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling