+17,845.4%
WDC vs RGEN
+1,576.0%
+16,269.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +6.0% |
| 7D | +1.7% | -4.9% | +6.7% | +2.1% |
| 30D | -10.0% | +5.7% | -15.6% | -10.4% |
| 3M | -18.8% | +32.4% | -51.2% | -20.9% |
| 6M | +79.0% | +33.2% | +45.8% | +73.9% |
| YTD | +171.6% | +2.3% | +169.3% | +169.6% |
| 1Y | +417.4% | +39.0% | +378.4% | +401.3% |
| 3Y | +1,251.8% | -4.6% | +1,256.4% | +1,229.7% |
| 5Y | +911.7% | -42.7% | +954.4% | +919.9% |
| 10Y | +1,399.6% | +433.6% | +966.1% | +1,192.9% |
| All | +17,845.4% | +1,576.0% | +16,269.4% | +9,775.5% |
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