+3,634.3%
REGN vs WSM
+24,324.0%
-20,689.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -2.0% | -7.7% | +5.8% | -0.3% |
| 3M | +28.0% | +3.8% | +24.2% | +26.6% |
| 6M | +1.2% | +22.7% | -21.5% | -3.6% |
| YTD | +1.6% | +28.0% | -26.4% | -4.4% |
| 1Y | +38.2% | +12.7% | +25.5% | +33.4% |
| 3Y | -5.4% | +231.3% | -236.6% | -30.8% |
| 5Y | +21.3% | +177.2% | -155.9% | -11.5% |
| 10Y | +105.2% | +1,065.8% | -960.6% | -2.8% |
| All | +3,634.3% | +24,324.0% | -20,689.7% | +688.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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