+4,422.7%
WEC vs RGEN
+1,565.2%
+2,857.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | +11.0% | -5.1% | +16.0% | +11.0% |
| 3M | +8.6% | +0.5% | +8.1% | +8.5% |
| 6M | +6.2% | +46.6% | -40.4% | +5.5% |
| YTD | +14.3% | +1.6% | +12.7% | +14.1% |
| 1Y | +8.4% | +5.4% | +3.0% | +8.1% |
| 3Y | +62.9% | +12.8% | +50.0% | +61.7% |
| 5Y | +55.8% | -35.6% | +91.4% | +55.3% |
| 10Y | +193.2% | +415.7% | -222.5% | +184.2% |
| All | +4,422.7% | +1,565.2% | +2,857.5% | +4,010.9% |
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