-57.4%
BBWI vs RGEN
+402.3%
-459.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -5.8% |
| 7D | -4.4% | -4.6% | +0.1% | -3.3% |
| 30D | -7.4% | +1.2% | -8.5% | -7.9% |
| 3M | -2.2% | +26.8% | -29.1% | -8.8% |
| 6M | -16.3% | +29.1% | -45.4% | -22.7% |
| YTD | -9.1% | +0.7% | -9.9% | -10.8% |
| 1Y | -34.5% | +39.1% | -73.6% | -41.2% |
| 3Y | -47.0% | +2.2% | -49.2% | -50.4% |
| 5Y | -68.8% | -44.0% | -24.9% | -68.7% |
| 10Y | -57.4% | +412.7% | -470.1% | -72.7% |
| All | -57.4% | +402.3% | -459.6% | -72.7% |
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