+113.2%
WDC vs GEHC
+15.6%
+97.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.4% | -13.2% | -5.4% |
| 7D | -18.3% | +13.2% | -31.5% | -16.2% |
| 30D | -26.7% | +30.6% | -57.3% | -22.9% |
| 3M | -40.9% | +22.2% | -63.1% | -38.7% |
| 6M | -26.8% | +40.8% | -67.6% | -23.5% |
| YTD | +88.2% | +4.8% | +83.3% | +109.7% |
| 1Y | +113.2% | +15.7% | +97.5% | +148.6% |
| All | +113.2% | +15.6% | +97.6% | +148.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling