+181.2%
WBD vs GEHC
+6.6%
+174.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.8% |
| 7D | -0.7% | -5.2% | +4.5% | +1.5% |
| 30D | +5.0% | -7.0% | +12.0% | +8.1% |
| 3M | +6.2% | +3.3% | +2.9% | +3.7% |
| 6M | +0.6% | -10.0% | +10.6% | +3.5% |
| YTD | -2.4% | -18.5% | +16.0% | +4.7% |
| 1Y | +127.7% | -14.4% | +142.1% | +136.7% |
| 3Y | +148.4% | +3.4% | +145.0% | +133.2% |
| All | +181.2% | +6.6% | +174.6% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling