+11,253.4%
WDC vs RGEN
+1,577.9%
+9,675.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.1% |
| 7D | +12.1% | -3.3% | +15.4% | +12.4% |
| 30D | -18.8% | -5.8% | -13.0% | -18.3% |
| 3M | -39.3% | +0.2% | -39.5% | -39.3% |
| 6M | -40.1% | +56.8% | -96.9% | -42.5% |
| YTD | +71.8% | +2.4% | +69.4% | +70.6% |
| 1Y | +88.5% | +11.4% | +77.0% | +85.9% |
| 3Y | +770.0% | +15.2% | +754.8% | +746.7% |
| 5Y | +549.0% | -35.1% | +584.1% | +549.5% |
| 10Y | +650.3% | +419.6% | +230.7% | +548.2% |
| All | +11,253.4% | +1,577.9% | +9,675.5% | +6,148.9% |
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