+47.8%
WCN vs RGEN
-35.5%
+83.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +2.6% | -3.3% | +5.9% | +2.8% |
| 30D | +23.9% | -5.8% | +29.8% | +24.4% |
| 3M | +17.4% | +0.2% | +17.2% | +17.1% |
| 6M | +28.0% | +56.8% | -28.8% | +23.1% |
| YTD | +11.6% | +2.4% | +9.2% | +10.7% |
| 1Y | +16.9% | +11.4% | +5.4% | +15.1% |
| 3Y | +51.6% | +15.2% | +36.4% | +45.8% |
| All | +47.8% | -35.5% | +83.3% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling