+129.2%
WFC vs GEHC
+30.8%
+98.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | +6.8% | +19.0% | -12.2% | +2.8% |
| 3M | -3.0% | +13.3% | -16.3% | -5.7% |
| 6M | +15.4% | +31.5% | -16.1% | +7.7% |
| YTD | -5.9% | 0.0% | -5.9% | -6.4% |
| 1Y | +1.7% | +9.4% | -7.7% | -1.3% |
| 3Y | +124.9% | +18.3% | +106.6% | +109.8% |
| All | +129.2% | +30.8% | +98.5% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling