+34.7%
WAT vs RGEN
+37.5%
-2.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.4% |
| 7D | -1.8% | -4.6% | +2.8% | +0.2% |
| 30D | -1.7% | +1.2% | -2.8% | -2.5% |
| 3M | +9.1% | +26.8% | -17.8% | -3.8% |
| 6M | +32.4% | +29.1% | +3.4% | +14.4% |
| YTD | +6.6% | +0.7% | +5.9% | +2.4% |
| 1Y | +34.7% | +39.1% | -4.4% | +9.2% |
| All | +34.7% | +37.5% | -2.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling