-34.5%
BBWI vs RGEN
+37.5%
-72.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.0% |
| 3M | -2.2% | +26.8% | -29.1% | -9.5% |
| 6M | -16.3% | +29.1% | -45.4% | -23.9% |
| YTD | -9.1% | +0.7% | -9.9% | -14.3% |
| 1Y | -34.5% | +39.1% | -73.6% | -43.6% |
| All | -34.5% | +37.5% | -72.0% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling