+136.0%
WFC vs RGEN
-0.6%
+136.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +3.8% | -4.9% | +8.7% | +4.5% |
| 30D | +1.5% | +5.7% | -4.2% | +0.5% |
| 3M | +10.9% | +32.4% | -21.6% | +5.8% |
| 6M | +8.4% | +33.2% | -24.8% | +2.9% |
| YTD | -1.9% | +2.3% | -4.2% | -3.1% |
| 1Y | +12.3% | +39.0% | -26.6% | +5.3% |
| All | +136.0% | -0.6% | +136.6% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling