+4,666.7%
WMB vs RGEN
+1,634.9%
+3,031.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.4% |
| 7D | -13.8% | -1.9% | -11.9% | -13.7% |
| 30D | -10.3% | +3.7% | -14.1% | -10.6% |
| 3M | -10.1% | +8.8% | -18.9% | -10.7% |
| 6M | -11.8% | +38.0% | -49.8% | -13.8% |
| YTD | +8.9% | +5.9% | +3.1% | +7.9% |
| 1Y | +14.0% | +19.7% | -5.7% | +12.0% |
| 3Y | +100.5% | +20.5% | +80.0% | +94.4% |
| 5Y | +179.5% | -35.0% | +214.5% | +176.5% |
| 10Y | +272.7% | +540.9% | -268.1% | +217.3% |
| All | +4,666.7% | +1,634.9% | +3,031.8% | +2,991.0% |
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