+3,759.3%
REGN vs WST
+15,807.6%
-12,048.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.2% | -1.7% | -3.5% | -4.5% |
| 30D | +0.1% | -4.3% | +4.4% | +1.9% |
| 3M | +31.2% | +0.7% | +30.5% | +30.5% |
| 6M | +3.6% | +36.0% | -32.4% | -9.9% |
| YTD | +5.0% | +22.7% | -17.7% | -5.0% |
| 1Y | +45.9% | +34.1% | +11.8% | +25.9% |
| 3Y | -1.9% | -13.6% | +11.7% | -10.1% |
| 5Y | +26.2% | -26.0% | +52.2% | +17.8% |
| 10Y | +112.1% | +335.8% | -223.7% | -28.5% |
| All | +3,759.3% | +15,807.6% | -12,048.4% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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