+123.3%
WMB vs GEHC
+31.6%
+91.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -13.8% | +7.6% | -21.4% | -14.4% |
| 30D | -10.3% | +27.5% | -37.8% | -12.3% |
| 3M | -10.1% | +17.2% | -27.3% | -11.4% |
| 6M | -11.8% | +33.6% | -45.4% | -14.6% |
| YTD | +8.9% | +0.6% | +8.3% | +9.0% |
| 1Y | +14.0% | +11.3% | +2.7% | +12.2% |
| 3Y | +100.5% | +16.5% | +84.0% | +93.3% |
| All | +123.3% | +31.6% | +91.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling