+7,712.2%
REGN vs WAT
+10,610.4%
-2,898.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -6.0% | -2.9% | -3.1% | -4.9% |
| 30D | -0.4% | -3.2% | +2.9% | +0.9% |
| 3M | +32.0% | +10.6% | +21.4% | +26.7% |
| 6M | +3.0% | +34.0% | -31.0% | -9.2% |
| YTD | +3.2% | +5.7% | -2.6% | -1.1% |
| 1Y | +43.4% | +37.1% | +6.4% | +23.9% |
| 3Y | -3.6% | +52.4% | -56.0% | -23.4% |
| 5Y | +23.1% | -4.4% | +27.5% | +14.0% |
| 10Y | +108.3% | +165.8% | -57.5% | +19.4% |
| All | +7,712.2% | +10,610.4% | -2,898.2% | +1,830.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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