+29.8%
WELL vs GEHC
+11.9%
+17.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +5.7% | +21.3% | -15.7% | +4.3% |
| 3M | +4.6% | +12.6% | -7.9% | +3.6% |
| 6M | +11.9% | +34.3% | -22.4% | +9.9% |
| YTD | +33.6% | +1.4% | +32.2% | +29.4% |
| 1Y | +29.8% | +12.5% | +17.3% | +26.9% |
| All | +29.8% | +11.9% | +17.9% | +26.9% |
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