+8,922.5%
REGN vs WAB
+4,053.8%
+4,868.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | -0.4% | -5.9% | +5.5% | +1.6% |
| 3M | +32.0% | +9.4% | +22.6% | +27.0% |
| 6M | +3.0% | +13.8% | -10.8% | -2.3% |
| YTD | +3.2% | +31.8% | -28.6% | -7.1% |
| 1Y | +43.4% | +48.5% | -5.1% | +23.5% |
| 3Y | -3.6% | +167.0% | -170.6% | -33.6% |
| 5Y | +23.1% | +222.3% | -199.2% | -22.5% |
| 10Y | +108.3% | +289.6% | -181.3% | +7.4% |
| All | +8,922.5% | +4,053.8% | +4,868.6% | +1,598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling