+9.3%
GEHC vs WTW
+34.9%
-25.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.2% |
| 7D | -7.6% | -7.1% | -0.5% | -5.4% |
| 30D | -10.7% | -8.5% | -2.1% | -8.1% |
| 3M | -1.2% | +20.6% | -21.8% | -7.3% |
| 6M | -13.7% | +7.2% | -20.9% | -16.3% |
| YTD | -20.4% | -3.9% | -16.6% | -20.1% |
| 1Y | -17.0% | -3.6% | -13.5% | -16.9% |
| 3Y | +0.9% | +60.7% | -59.7% | -10.6% |
| All | +9.3% | +34.9% | -25.6% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling