+9.3%
GEHC vs WWD
+266.0%
-256.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -7.6% | +0.6% | -8.3% | -7.8% |
| 30D | -10.7% | -5.1% | -5.6% | -9.6% |
| 3M | -1.2% | -11.2% | +10.0% | +0.6% |
| 6M | -13.7% | -12.0% | -1.7% | -12.2% |
| YTD | -20.4% | +12.0% | -32.4% | -24.6% |
| 1Y | -17.0% | +42.8% | -59.8% | -27.2% |
| 3Y | +0.9% | +168.9% | -168.0% | -24.6% |
| All | +9.3% | +266.0% | -256.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling