+417.4%
WDC vs GEHC
-4.8%
+422.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +5.7% |
| 7D | +1.7% | -4.0% | +5.7% | +1.2% |
| 30D | -10.0% | -2.0% | -8.0% | -10.2% |
| 3M | -18.8% | +8.0% | -26.7% | -18.2% |
| 6M | +79.0% | -12.8% | +91.8% | +89.6% |
| YTD | +171.6% | -15.9% | +187.5% | +190.0% |
| 1Y | +417.4% | -6.9% | +424.3% | +446.6% |
| All | +417.4% | -4.8% | +422.2% | +446.6% |
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