+10,726.6%
WAT vs RGEN
+10,213.8%
+512.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | +2.3% | +5.7% | -3.3% | +1.8% |
| 3M | +8.7% | +32.4% | -23.7% | +5.8% |
| 6M | +28.3% | +33.2% | -4.9% | +24.8% |
| YTD | +7.8% | +2.3% | +5.5% | +7.3% |
| 1Y | +36.6% | +39.0% | -2.4% | +32.3% |
| 3Y | +45.7% | -4.6% | +50.3% | +44.6% |
| 5Y | -3.3% | -42.7% | +39.4% | -1.5% |
| 10Y | +162.1% | +433.6% | -271.5% | +126.5% |
| All | +10,726.6% | +10,213.8% | +512.7% | +6,984.3% |
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