-5.4%
REGN vs WWD
+167.6%
-173.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.7% |
| 7D | -5.6% | -2.6% | -3.0% | -5.2% |
| 30D | -2.0% | -6.9% | +5.0% | -0.9% |
| 3M | +28.0% | -13.0% | +41.0% | +30.2% |
| 6M | +1.2% | -12.5% | +13.6% | +2.4% |
| YTD | +1.6% | +11.8% | -10.2% | -2.1% |
| 1Y | +38.2% | +41.1% | -2.8% | +26.9% |
| 3Y | -5.4% | +163.1% | -168.4% | -26.2% |
| All | -5.4% | +167.6% | -173.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling