+234.1%
WCN vs RGEN
+414.1%
-180.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -4.4% | -0.1% | -4.4% | -4.5% |
| 3M | +0.5% | +25.9% | -25.5% | -2.2% |
| 6M | -3.3% | +35.2% | -38.5% | -7.0% |
| YTD | -8.5% | +0.5% | -9.0% | -9.1% |
| 1Y | -8.9% | +37.0% | -45.9% | -12.9% |
| 3Y | +18.0% | +2.0% | +16.0% | +13.5% |
| 5Y | +25.0% | -44.2% | +69.2% | +25.8% |
| All | +234.1% | +414.1% | -180.1% | +148.6% |
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