+182.0%
WBD vs GEHC
+2.6%
+179.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.6% |
| 7D | -0.6% | -7.9% | +7.3% | +2.7% |
| 30D | +4.2% | -11.7% | +15.9% | +9.5% |
| 3M | +7.5% | +0.8% | +6.7% | +6.0% |
| 6M | +1.6% | -11.6% | +13.2% | +5.2% |
| YTD | -2.2% | -21.6% | +19.4% | +6.7% |
| 1Y | +124.9% | -15.3% | +140.2% | +134.1% |
| 3Y | +149.1% | -0.5% | +149.6% | +137.5% |
| All | +182.0% | +2.6% | +179.4% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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