-8.5%
WCN vs RGEN
+45.2%
-53.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.6% | -4.9% | +4.3% | -0.5% |
| 30D | +0.4% | +5.7% | -5.2% | +0.2% |
| 3M | +7.3% | +32.4% | -25.1% | +6.2% |
| 6M | -2.5% | +33.2% | -35.7% | -3.5% |
| YTD | -5.4% | +2.3% | -7.7% | -4.2% |
| 1Y | -8.5% | +39.0% | -47.5% | -8.7% |
| All | -8.5% | +45.2% | -53.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling