+302.8%
WM vs REGN
+105.3%
+197.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.1% | -5.6% | +3.5% | -1.4% |
| 30D | -5.3% | -2.0% | -3.3% | -5.1% |
| 3M | -2.0% | +28.0% | -30.0% | -4.9% |
| 6M | -8.6% | +1.2% | -9.7% | -9.0% |
| YTD | -1.6% | +1.6% | -3.2% | -2.2% |
| 1Y | -1.2% | +38.2% | -39.4% | -5.7% |
| 3Y | +41.9% | -5.4% | +47.3% | +41.0% |
| 5Y | +49.6% | +21.3% | +28.3% | +41.5% |
| All | +302.8% | +105.3% | +197.5% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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