+3.4%
GEHC vs WWD
+164.2%
-160.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.5% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | -7.0% | -6.4% | -0.5% | -5.4% |
| 3M | +3.3% | -5.6% | +8.9% | +3.2% |
| 6M | -10.0% | -9.1% | -0.9% | -9.2% |
| YTD | -18.5% | +12.5% | -31.0% | -23.8% |
| 1Y | -14.4% | +41.3% | -55.7% | -26.8% |
| 3Y | +3.4% | +170.2% | -166.8% | -32.2% |
| All | +3.4% | +164.2% | -160.7% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling