+12,001.8%
WAT vs RGEN
+10,576.3%
+1,425.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.7% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | +5.0% | +3.7% | +1.2% | +4.6% |
| 3M | +14.5% | +8.8% | +5.7% | +13.5% |
| 6M | +30.9% | +38.0% | -7.0% | +26.7% |
| YTD | +20.5% | +5.9% | +14.6% | +19.5% |
| 1Y | +23.3% | +19.7% | +3.6% | +20.9% |
| 3Y | +81.5% | +20.5% | +61.0% | +76.9% |
| 5Y | +33.4% | -35.0% | +68.4% | +34.6% |
| 10Y | +231.5% | +540.9% | -309.4% | +182.8% |
| All | +12,001.8% | +10,576.3% | +1,425.5% | +7,787.7% |
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