+1,107.0%
BBWI vs RGEN
+1,639.8%
-532.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -4.2% | -2.4% | -1.8% | -4.1% |
| 30D | +24.9% | +0.1% | +24.8% | +24.8% |
| 3M | +13.2% | +6.6% | +6.6% | +12.6% |
| 6M | +12.1% | +40.9% | -28.8% | +9.6% |
| YTD | +11.1% | +6.2% | +4.9% | +10.2% |
| 1Y | +0.7% | +19.4% | -18.7% | -0.8% |
| 3Y | -23.8% | +17.9% | -41.7% | -25.2% |
| 5Y | -66.9% | -34.0% | -32.9% | -66.9% |
| 10Y | -45.3% | +453.9% | -499.2% | -50.3% |
| All | +1,107.0% | +1,639.8% | -532.8% | +798.7% |
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