-47.7%
BBWI vs RGEN
+415.2%
-462.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.1% | -3.3% | +3.4% | +1.0% |
| 30D | +12.9% | -5.8% | +18.7% | +14.4% |
| 3M | +16.0% | +0.2% | +15.8% | +14.8% |
| 6M | +16.6% | +56.8% | -40.2% | +2.1% |
| YTD | +9.7% | +2.4% | +7.3% | +6.5% |
| 1Y | +1.5% | +11.4% | -10.0% | -3.8% |
| 3Y | -21.4% | +15.2% | -36.5% | -28.6% |
| 5Y | -67.6% | -35.1% | -32.5% | -68.4% |
| All | -47.7% | +415.2% | -462.9% | -66.5% |
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