+8,272.6%
WFC vs RGEN
+1,626.2%
+6,646.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | +3.6% | +0.1% | +3.5% | +3.6% |
| 3M | -1.3% | +4.8% | -6.1% | -1.6% |
| 6M | +18.0% | +48.9% | -31.0% | +15.6% |
| YTD | -5.9% | +5.3% | -11.2% | -6.5% |
| 1Y | +1.8% | +12.5% | -10.7% | +0.8% |
| 3Y | +125.0% | +17.0% | +108.0% | +120.8% |
| 5Y | +92.0% | -35.4% | +127.3% | +91.0% |
| 10Y | +117.9% | +434.6% | -316.7% | +97.7% |
| All | +8,272.6% | +1,626.2% | +6,646.4% | +6,472.6% |
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