+289.9%
WAB vs RGEN
+402.3%
-112.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | +0.2% | -4.6% | +4.8% | +1.0% |
| 30D | -4.6% | +1.2% | -5.7% | -4.8% |
| 3M | +5.6% | +26.8% | -21.2% | +1.2% |
| 6M | +13.8% | +29.1% | -15.3% | +8.1% |
| YTD | +31.9% | +0.7% | +31.1% | +30.2% |
| 1Y | +48.3% | +39.1% | +9.2% | +38.4% |
| 3Y | +167.1% | +2.2% | +164.9% | +153.2% |
| 5Y | +222.9% | -44.0% | +266.9% | +221.9% |
| 10Y | +289.9% | +412.7% | -122.8% | +139.4% |
| All | +289.9% | +402.3% | -112.4% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling