+4,115.8%
WAB vs RGEN
+7,390.2%
-3,274.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.7% | -0.9% | +2.5% | +1.7% |
| 30D | -2.4% | +2.8% | -5.2% | -2.6% |
| 3M | +9.7% | +34.5% | -24.8% | +7.6% |
| 6M | +16.5% | +40.5% | -23.9% | +13.9% |
| YTD | +33.7% | +2.8% | +30.9% | +33.0% |
| 1Y | +49.7% | +39.6% | +10.1% | +46.1% |
| 3Y | +170.9% | +4.4% | +166.5% | +166.0% |
| 5Y | +228.0% | -42.8% | +270.8% | +228.5% |
| 10Y | +284.8% | +406.7% | -121.9% | +241.8% |
| All | +4,115.8% | +7,390.2% | -3,274.4% | +3,148.1% |
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 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