+992.6%
WDC vs RGEN
-42.7%
+1,035.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.0% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +9.9% | +2.8% | +7.1% | +9.0% |
| 3M | -9.4% | +34.5% | -43.9% | -17.1% |
| 6M | +94.7% | +40.5% | +54.3% | +75.0% |
| YTD | +177.4% | +2.8% | +174.5% | +170.6% |
| 1Y | +412.6% | +39.6% | +373.0% | +363.8% |
| 3Y | +1,359.8% | +4.4% | +1,355.4% | +1,257.0% |
| 5Y | +992.6% | -42.8% | +1,035.3% | +893.6% |
| All | +992.6% | -42.7% | +1,035.3% | +893.6% |
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 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