+228.3%
WAT vs RGEN
+415.2%
-186.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.6% | -3.3% | +3.9% | +1.7% |
| 30D | +5.4% | -5.8% | +11.3% | +7.3% |
| 3M | +11.3% | +0.2% | +11.1% | +10.7% |
| 6M | +37.4% | +56.8% | -19.4% | +17.7% |
| YTD | +21.2% | +2.4% | +18.8% | +18.2% |
| 1Y | +21.3% | +11.4% | +9.9% | +15.3% |
| 3Y | +83.4% | +15.2% | +68.2% | +66.7% |
| 5Y | +29.0% | -35.1% | +64.1% | +28.2% |
| All | +228.3% | +415.2% | -186.8% | +97.9% |
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 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