+1,828.8%
WDC vs GEHC
+10.0%
+1,818.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.2% |
| 7D | +1.7% | -4.0% | +5.7% | +2.7% |
| 30D | -10.0% | -2.0% | -8.0% | -9.7% |
| 3M | -18.8% | +8.0% | -26.7% | -21.7% |
| 6M | +79.0% | -12.8% | +91.8% | +85.6% |
| YTD | +171.6% | -15.9% | +187.5% | +184.4% |
| 1Y | +417.4% | -6.9% | +424.3% | +418.2% |
| 3Y | +1,251.8% | 0.0% | +1,251.8% | +1,207.1% |
| All | +1,828.8% | +10.0% | +1,818.9% | +1,681.3% |
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