+4,353.8%
WAB vs RGEN
+7,300.9%
-2,947.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | +7.9% | -1.2% | +9.1% | +8.0% |
| 30D | +4.9% | -5.1% | +10.0% | +5.2% |
| 3M | +1.8% | +0.5% | +1.3% | +1.7% |
| 6M | +12.0% | +46.6% | -34.6% | +9.2% |
| YTD | +41.3% | +1.6% | +39.7% | +40.5% |
| 1Y | +43.8% | +5.4% | +38.4% | +42.7% |
| 3Y | +171.1% | +12.8% | +158.2% | +165.3% |
| 5Y | +217.7% | -35.6% | +253.3% | +216.3% |
| 10Y | +272.3% | +415.7% | -143.4% | +230.4% |
| All | +4,353.8% | +7,300.9% | -2,947.1% | +3,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling