+11,931.6%
WDC vs RGEN
+1,626.2%
+10,305.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.4% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | -19.0% | +0.1% | -19.1% | -18.9% |
| 3M | -28.4% | +4.8% | -33.2% | -28.7% |
| 6M | -39.2% | +48.9% | -88.2% | -41.4% |
| YTD | +82.1% | +5.3% | +76.7% | +80.4% |
| 1Y | +84.7% | +12.5% | +72.2% | +82.0% |
| 3Y | +825.6% | +17.0% | +808.7% | +799.8% |
| 5Y | +608.2% | -35.4% | +643.5% | +608.6% |
| 10Y | +695.1% | +434.6% | +260.5% | +585.4% |
| All | +11,931.6% | +1,626.2% | +10,305.4% | +6,507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling