+127.8%
WMT vs GEHC
+2.6%
+125.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.5% | -7.9% | +5.4% | -1.4% |
| 30D | -6.4% | -11.7% | +5.3% | -4.9% |
| 3M | -12.1% | +0.8% | -12.9% | -12.4% |
| 6M | -15.0% | -11.6% | -3.4% | -14.0% |
| YTD | -4.5% | -21.6% | +17.1% | -1.9% |
| 1Y | +6.2% | -15.3% | +21.5% | +7.7% |
| 3Y | +99.9% | -0.5% | +100.4% | +97.9% |
| All | +127.8% | +2.6% | +125.2% | +122.2% |
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 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