+4,306.1%
WM vs REGN
+3,697.9%
+608.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.1% |
| 7D | -0.3% | +4.2% | -4.5% | -0.6% |
| 30D | -2.4% | +7.8% | -10.2% | -2.8% |
| 3M | +0.4% | +31.8% | -31.4% | -1.2% |
| 6M | -9.5% | +5.4% | -14.9% | -9.9% |
| YTD | +0.5% | +7.7% | -7.1% | -0.1% |
| 1Y | -1.1% | +46.7% | -47.8% | -3.6% |
| 3Y | +46.0% | +0.5% | +45.6% | +44.7% |
| 5Y | +51.8% | +22.9% | +28.9% | +48.1% |
| 10Y | +307.5% | +115.0% | +192.5% | +280.7% |
| All | +4,306.1% | +3,697.9% | +608.2% | +3,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling