+7.2%
GEHC vs WTW
+35.7%
-28.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -7.2% | -5.7% | -1.4% | -5.4% |
| 30D | -11.6% | -7.3% | -4.3% | -9.4% |
| 3M | -0.8% | +21.5% | -22.3% | -7.1% |
| 6M | -11.9% | +9.6% | -21.5% | -15.2% |
| YTD | -21.9% | -3.3% | -18.7% | -21.8% |
| 1Y | -17.8% | -6.1% | -11.7% | -16.8% |
| 3Y | -3.5% | +61.8% | -65.4% | -14.8% |
| All | +7.2% | +35.7% | -28.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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