+49.0%
REGN vs WAB
+46.5%
+2.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.5% |
| 7D | +14.4% | +4.5% | +9.9% | +13.7% |
| 30D | +28.1% | +1.1% | +27.0% | +27.9% |
| 3M | +22.5% | -1.3% | +23.8% | +22.9% |
| 6M | +31.6% | +12.7% | +18.8% | +26.5% |
| YTD | +21.0% | +38.7% | -17.6% | +10.7% |
| 1Y | +49.0% | +44.9% | +4.0% | +37.5% |
| All | +49.0% | +46.5% | +2.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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