+228.0%
WAB vs RGEN
-42.7%
+270.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +9.7% | +34.5% | -24.8% | +4.0% |
| 6M | +16.5% | +40.5% | -23.9% | +9.0% |
| YTD | +33.7% | +2.8% | +30.9% | +31.7% |
| 1Y | +49.7% | +39.6% | +10.1% | +39.5% |
| 3Y | +170.9% | +4.4% | +166.5% | +156.1% |
| 5Y | +228.0% | -42.8% | +270.8% | +194.9% |
| All | +228.0% | -42.7% | +270.8% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling