+8,627.7%
WFC vs RGEN
+1,576.0%
+7,051.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +3.8% | -4.9% | +8.7% | +4.0% |
| 30D | +1.5% | +5.7% | -4.2% | +1.2% |
| 3M | +10.9% | +32.4% | -21.6% | +9.3% |
| 6M | +8.4% | +33.2% | -24.8% | +6.8% |
| YTD | -1.9% | +2.3% | -4.2% | -2.3% |
| 1Y | +12.3% | +39.0% | -26.6% | +10.2% |
| 3Y | +132.3% | -4.6% | +137.0% | +129.9% |
| 5Y | +130.1% | -42.7% | +172.8% | +130.1% |
| 10Y | +134.4% | +433.6% | -299.2% | +112.9% |
| All | +8,627.7% | +1,576.0% | +7,051.7% | +6,767.1% |
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