+330.3%
WM vs RGEN
+415.2%
-84.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +3.2% | -3.3% | +6.5% | +3.4% |
| 30D | +13.0% | -5.8% | +18.9% | +13.4% |
| 3M | +9.2% | +0.2% | +9.1% | +8.9% |
| 6M | +13.6% | +56.8% | -43.1% | +9.1% |
| YTD | +12.4% | +2.4% | +10.0% | +11.4% |
| 1Y | +21.2% | +11.4% | +9.8% | +19.2% |
| 3Y | +48.7% | +15.2% | +33.5% | +42.6% |
| 5Y | +61.9% | -35.1% | +97.0% | +60.2% |
| All | +330.3% | +415.2% | -84.8% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling