+42.9%
WELL vs GEHC
-4.8%
+47.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.0% |
| 7D | -0.8% | -4.0% | +3.2% | -0.6% |
| 30D | -0.1% | -2.0% | +1.9% | 0.0% |
| 3M | +18.0% | +8.0% | +10.1% | +17.5% |
| 6M | +15.0% | -12.8% | +27.8% | +14.1% |
| YTD | +28.6% | -15.9% | +44.5% | +27.4% |
| 1Y | +42.9% | -6.9% | +49.8% | +41.0% |
| All | +42.9% | -4.8% | +47.7% | +41.0% |
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