+59.3%
WM vs RGEN
-35.0%
+94.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | +1.2% | -2.4% | +3.6% | +1.2% |
| 30D | +13.7% | +0.1% | +13.6% | +13.6% |
| 3M | +5.2% | +6.6% | -1.4% | +4.8% |
| 6M | +11.2% | +40.9% | -29.7% | +9.2% |
| YTD | +9.4% | +6.2% | +3.2% | +8.8% |
| 1Y | +20.4% | +19.4% | +0.9% | +19.0% |
| 3Y | +44.7% | +17.9% | +26.8% | +41.1% |
| All | +59.3% | -35.0% | +94.3% | +52.2% |
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