+1,577.9%
RGEN vs WSM
+38,954.9%
-37,377.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -5.8% | +5.1% | -10.9% | -6.9% |
| 3M | +0.2% | +5.1% | -4.9% | -1.1% |
| 6M | +56.8% | +48.6% | +8.2% | +43.6% |
| YTD | +2.4% | +44.2% | -41.8% | -5.4% |
| 1Y | +11.4% | +38.1% | -26.6% | +3.8% |
| 3Y | +15.2% | +257.2% | -242.1% | -13.6% |
| 5Y | -35.1% | +165.1% | -200.2% | -49.2% |
| 10Y | +419.6% | +1,123.6% | -703.9% | +180.8% |
| All | +1,577.9% | +38,954.9% | -37,377.0% | +296.9% |
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