+1,576.0%
RGEN vs WSM
+34,755.7%
-33,179.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -4.9% | -3.3% | -1.7% | -4.3% |
| 30D | +5.7% | -8.4% | +14.1% | +7.6% |
| 3M | +32.4% | +9.7% | +22.8% | +29.7% |
| 6M | +33.2% | +16.7% | +16.5% | +28.9% |
| YTD | +2.3% | +28.7% | -26.4% | -3.1% |
| 1Y | +39.0% | +13.7% | +25.3% | +34.8% |
| 3Y | -4.6% | +230.1% | -234.7% | -27.1% |
| 5Y | -42.7% | +179.0% | -221.6% | -55.5% |
| 10Y | +433.6% | +1,002.5% | -568.9% | +195.4% |
| All | +1,576.0% | +34,755.7% | -33,179.7% | +306.8% |
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