+170.9%
WAB vs RGEN
-0.1%
+171.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.7% | -0.9% | +2.5% | +1.8% |
| 30D | -2.4% | +2.8% | -5.2% | -2.9% |
| 3M | +9.7% | +34.5% | -24.8% | +4.4% |
| 6M | +16.5% | +40.5% | -23.9% | +9.5% |
| YTD | +33.7% | +2.8% | +30.9% | +32.0% |
| 1Y | +49.7% | +39.6% | +10.1% | +40.4% |
| 3Y | +170.9% | +4.4% | +166.5% | +162.1% |
| All | +170.9% | -0.1% | +171.0% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling