+298.2%
WBD vs RGEN
+8,035.9%
-7,737.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -1.8% | -4.9% | +3.1% | -1.1% |
| 30D | +8.8% | +5.7% | +3.1% | +7.8% |
| 3M | +4.6% | +32.4% | -27.8% | -0.2% |
| 6M | +1.1% | +33.2% | -32.1% | -4.3% |
| YTD | -2.0% | +2.3% | -4.3% | -3.4% |
| 1Y | +140.0% | +39.0% | +101.0% | +124.2% |
| 3Y | +144.4% | -4.6% | +149.0% | +136.7% |
| 5Y | -0.2% | -42.7% | +42.5% | +0.3% |
| 10Y | +9.1% | +433.6% | -424.5% | -20.4% |
| All | +298.2% | +8,035.9% | -7,737.7% | +104.7% |
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