+117.9%
WFC vs RGEN
+450.6%
-332.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | -1.3% | +4.8% | -6.1% | -2.4% |
| 6M | +18.0% | +48.9% | -31.0% | +10.7% |
| YTD | -5.9% | +5.3% | -11.2% | -7.7% |
| 1Y | +1.8% | +12.5% | -10.7% | -1.2% |
| 3Y | +125.0% | +17.0% | +108.0% | +111.3% |
| 5Y | +92.0% | -35.4% | +127.3% | +86.6% |
| 10Y | +117.9% | +434.6% | -316.7% | +42.0% |
| All | +117.9% | +450.6% | -332.7% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling