+3,978.4%
WEC vs RGEN
+1,576.0%
+2,402.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -0.3% | -4.9% | +4.7% | -0.2% |
| 30D | -1.3% | +5.7% | -7.0% | -1.4% |
| 3M | -3.9% | +32.4% | -36.4% | -4.4% |
| 6M | -8.3% | +33.2% | -41.5% | -8.8% |
| YTD | +3.1% | +2.3% | +0.8% | +2.9% |
| 1Y | +1.9% | +39.0% | -37.1% | +1.3% |
| 3Y | +41.9% | -4.6% | +46.5% | +41.3% |
| 5Y | +30.8% | -42.7% | +73.5% | +30.6% |
| 10Y | +141.9% | +433.6% | -291.7% | +134.5% |
| All | +3,978.4% | +1,576.0% | +2,402.4% | +3,608.4% |
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