+11.4%
WBD vs RGEN
+415.7%
-404.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +1.4% | -0.3% | +1.7% | +1.3% |
| 3M | +4.4% | +23.9% | -19.5% | -0.7% |
| 6M | +0.8% | +38.5% | -37.7% | -7.0% |
| YTD | -2.7% | +0.8% | -3.5% | -4.3% |
| 1Y | +73.4% | +38.2% | +35.2% | +58.2% |
| 3Y | +142.1% | +1.3% | +140.8% | +128.5% |
| 5Y | +7.2% | -44.0% | +51.2% | +5.0% |
| All | +11.4% | +415.7% | -404.3% | -26.7% |
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 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