+203.3%
WELL vs GEHC
+1.7%
+201.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.9% |
| 7D | -0.8% | -4.0% | +3.2% | -0.3% |
| 30D | -0.1% | -2.0% | +1.9% | +0.2% |
| 3M | +18.0% | +8.0% | +10.1% | +16.6% |
| 6M | +15.0% | -12.8% | +27.8% | +16.6% |
| YTD | +28.6% | -15.9% | +44.5% | +30.8% |
| 1Y | +42.9% | -6.9% | +49.8% | +42.6% |
| All | +203.3% | +1.7% | +201.7% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling