+5,376.0%
WMB vs RGEN
+1,576.0%
+3,800.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.6% | -4.9% | +5.5% | +0.9% |
| 30D | +3.3% | +5.7% | -2.4% | +2.9% |
| 3M | +3.1% | +32.4% | -29.3% | +1.3% |
| 6M | -0.7% | +33.2% | -33.9% | -2.8% |
| YTD | +25.2% | +2.3% | +22.9% | +24.4% |
| 1Y | +32.9% | +39.0% | -6.1% | +29.4% |
| 3Y | +140.6% | -4.6% | +145.2% | +136.3% |
| 5Y | +273.5% | -42.7% | +316.1% | +272.3% |
| 10Y | +334.2% | +433.6% | -99.4% | +273.9% |
| All | +5,376.0% | +1,576.0% | +3,800.0% | +3,463.2% |
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 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