-34.5%
RGEN vs WING
+9.2%
-43.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.4% | -5.2% | +1.0% |
| 7D | +3.5% | +8.6% | -5.1% | +1.3% |
| 30D | +2.9% | +44.8% | -41.8% | -6.8% |
| 3M | +9.2% | +51.9% | -42.8% | -3.6% |
| 6M | +44.9% | +37.2% | +7.7% | +30.1% |
| YTD | +9.2% | -25.3% | +34.5% | +13.9% |
| 1Y | +25.3% | -25.1% | +50.4% | +30.2% |
| 3Y | +21.7% | -12.9% | +34.7% | +4.0% |
| 5Y | -34.5% | +12.0% | -46.5% | -51.0% |
| All | -34.5% | +9.2% | -43.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling