-44.2%
RGEN vs WSM
+171.2%
-215.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -0.1% | -10.7% | +10.7% | +4.6% |
| 3M | +25.9% | +8.5% | +17.5% | +21.4% |
| 6M | +35.2% | +19.6% | +15.6% | +25.4% |
| YTD | +0.5% | +26.6% | -26.1% | -9.0% |
| 1Y | +37.0% | +12.0% | +25.0% | +29.4% |
| 3Y | +2.0% | +226.6% | -224.6% | -41.7% |
| 5Y | -44.2% | +174.1% | -218.3% | -69.2% |
| All | -44.2% | +171.2% | -215.4% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling