+987.7%
BBWI vs RGEN
+1,576.0%
-588.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +1.5% | -4.9% | +6.4% | +1.8% |
| 30D | -5.2% | +5.7% | -10.9% | -5.5% |
| 3M | +11.1% | +32.4% | -21.3% | +9.2% |
| 6M | -13.4% | +33.2% | -46.6% | -15.0% |
| YTD | +0.1% | +2.3% | -2.2% | -0.3% |
| 1Y | -36.1% | +39.0% | -75.1% | -37.5% |
| 3Y | -44.1% | -4.6% | -39.5% | -44.6% |
| 5Y | -66.2% | -42.7% | -23.6% | -66.0% |
| 10Y | -54.8% | +433.6% | -488.4% | -58.7% |
| All | +987.7% | +1,576.0% | -588.3% | +712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling