+19,622.0%
WELL vs RGEN
+1,626.2%
+17,995.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | -3.1% | +3.2% | +0.2% |
| 30D | +7.8% | +0.1% | +7.7% | +7.8% |
| 3M | +10.2% | +4.8% | +5.5% | +10.0% |
| 6M | +16.4% | +48.9% | -32.6% | +14.8% |
| YTD | +35.2% | +5.3% | +29.8% | +34.6% |
| 1Y | +30.5% | +12.5% | +18.0% | +29.6% |
| 3Y | +206.1% | +17.0% | +189.1% | +201.7% |
| 5Y | +228.3% | -35.4% | +263.6% | +226.6% |
| 10Y | +468.3% | +434.6% | +33.7% | +430.8% |
| All | +19,622.0% | +1,626.2% | +17,995.8% | +17,361.7% |
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