+143.5%
WBD vs RGEN
+1.9%
+141.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | +4.2% | -0.1% | +4.2% | +4.0% |
| 3M | +7.5% | +25.9% | -18.4% | +0.4% |
| 6M | +1.6% | +35.2% | -33.6% | -7.9% |
| YTD | -2.2% | +0.5% | -2.7% | -3.5% |
| 1Y | +124.9% | +37.0% | +87.9% | +98.8% |
| All | +143.5% | +1.9% | +141.6% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling