+26,336.4%
WM vs RGEN
+1,576.0%
+24,760.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.3% | -4.9% | +4.6% | -0.2% |
| 30D | -2.4% | +5.7% | -8.1% | -2.5% |
| 3M | +0.4% | +32.4% | -32.0% | -0.4% |
| 6M | -9.5% | +33.2% | -42.7% | -10.4% |
| YTD | +0.5% | +2.3% | -1.8% | +0.2% |
| 1Y | -1.1% | +39.0% | -40.1% | -2.3% |
| 3Y | +46.0% | -4.6% | +50.7% | +44.8% |
| 5Y | +51.8% | -42.7% | +94.5% | +51.5% |
| 10Y | +307.5% | +433.6% | -126.1% | +282.0% |
| All | +26,336.4% | +1,576.0% | +24,760.4% | +19,087.0% |
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 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