+38.2%
GEHC vs WST
+68.7%
-30.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | +7.6% | -3.1% | +10.7% | +8.0% |
| 30D | +27.5% | +9.1% | +18.4% | +26.2% |
| 3M | +17.2% | +14.7% | +2.5% | +15.4% |
| 6M | +33.6% | +28.0% | +5.6% | +30.1% |
| YTD | +0.6% | +45.6% | -45.0% | -3.6% |
| 1Y | +11.3% | +45.7% | -34.4% | +6.6% |
| 3Y | +16.5% | +21.1% | -4.6% | +6.5% |
| All | +38.2% | +68.7% | -30.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling