+15.5%
GEHC vs WST
+43.4%
-28.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | -2.0% | -3.1% | +1.2% | -1.6% |
| 3M | +8.0% | +7.2% | +0.8% | +7.2% |
| 6M | -12.8% | +36.8% | -49.6% | -15.6% |
| YTD | -15.9% | +23.8% | -39.8% | -18.0% |
| 1Y | -6.9% | +37.8% | -44.7% | -10.0% |
| 3Y | 0.0% | -15.9% | +15.8% | -1.9% |
| All | +15.5% | +43.4% | -28.0% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling