-46.2%
BBWI vs RGEN
+455.0%
-501.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.7% |
| 30D | +24.9% | +0.1% | +24.8% | +24.7% |
| 3M | +13.2% | +6.6% | +6.6% | +10.3% |
| 6M | +12.1% | +40.9% | -28.8% | +0.9% |
| YTD | +11.1% | +6.2% | +4.9% | +6.8% |
| 1Y | +0.7% | +19.4% | -18.7% | -6.3% |
| 3Y | -23.8% | +17.9% | -41.7% | -31.2% |
| 5Y | -66.9% | -34.0% | -32.9% | -68.0% |
| All | -46.2% | +455.0% | -501.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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