+130.0%
WFC vs GEHC
+32.6%
+97.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +7.0% | +21.3% | -14.3% | +2.5% |
| 3M | -1.8% | +12.6% | -14.3% | -4.4% |
| 6M | +18.4% | +34.3% | -15.9% | +10.0% |
| YTD | -5.6% | +1.4% | -7.0% | -6.4% |
| 1Y | +3.9% | +12.5% | -8.6% | +0.2% |
| 3Y | +126.3% | +19.2% | +107.1% | +110.8% |
| All | +130.0% | +32.6% | +97.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling