+140.7%
WMB vs GEHC
+32.6%
+108.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +7.8% | +0.8% | +7.0% | +7.8% |
| 30D | -5.1% | +21.3% | -26.4% | -6.7% |
| 3M | -4.7% | +12.6% | -17.3% | -5.7% |
| 6M | -7.4% | +34.3% | -41.7% | -10.3% |
| YTD | +17.5% | +1.4% | +16.0% | +17.4% |
| 1Y | +19.5% | +12.5% | +7.0% | +17.5% |
| 3Y | +121.3% | +19.2% | +102.1% | +112.7% |
| All | +140.7% | +32.6% | +108.1% | +122.7% |
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 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