-7.9%
WCN vs RGEN
+39.4%
-47.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -1.7% | -4.6% | +2.8% | -1.6% |
| 30D | -3.0% | +1.2% | -4.1% | -3.0% |
| 3M | +2.5% | +26.8% | -24.3% | +1.5% |
| 6M | -5.7% | +29.1% | -34.7% | -6.4% |
| YTD | -7.4% | +0.7% | -8.2% | -6.1% |
| All | -7.9% | +39.4% | -47.3% | -8.3% |
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