+59.7%
WM vs RGEN
-35.1%
+94.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.2% |
| 7D | +1.2% | -1.9% | +3.2% | +1.3% |
| 30D | +13.1% | +3.7% | +9.3% | +12.8% |
| 3M | +3.6% | +8.8% | -5.2% | +3.1% |
| 6M | +8.1% | +38.0% | -29.9% | +6.3% |
| YTD | +8.9% | +5.9% | +3.0% | +8.3% |
| 1Y | +20.3% | +19.7% | +0.7% | +18.9% |
| 3Y | +46.2% | +20.5% | +25.6% | +42.4% |
| All | +59.7% | -35.1% | +94.9% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling