+124.9%
WFC vs GEHC
+22.7%
+102.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | +3.3% | +27.3% | -24.1% | -2.2% |
| 3M | -1.4% | +14.7% | -16.2% | -4.6% |
| 6M | +14.7% | +31.9% | -17.2% | +6.9% |
| YTD | -5.9% | +2.2% | -8.1% | -6.6% |
| 1Y | +1.8% | +14.1% | -12.2% | -2.1% |
| 3Y | +124.9% | +21.0% | +103.9% | +111.1% |
| All | +124.9% | +22.7% | +102.2% | +111.1% |
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