+29,154.7%
WM vs RGEN
+1,584.8%
+27,569.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.6% | +1.3% |
| 7D | +4.5% | -10.7% | +15.2% | +4.8% |
| 30D | +16.1% | -3.6% | +19.7% | +16.1% |
| 3M | +8.0% | +6.2% | +1.8% | +7.8% |
| 6M | +8.4% | +34.1% | -25.7% | +7.3% |
| YTD | +11.2% | +2.8% | +8.4% | +10.8% |
| 1Y | +22.3% | +15.5% | +6.8% | +21.5% |
| 3Y | +50.2% | +12.1% | +38.2% | +48.4% |
| 5Y | +63.3% | -36.9% | +100.1% | +62.5% |
| 10Y | +355.0% | +522.4% | -167.4% | +324.8% |
| All | +29,154.7% | +1,584.8% | +27,569.9% | +21,114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling