+131.4%
WMT vs RGEN
-44.2%
+175.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.4% |
| 30D | -6.4% | -0.1% | -6.4% | -6.5% |
| 3M | -12.1% | +25.9% | -38.1% | -13.1% |
| 6M | -15.0% | +35.2% | -50.2% | -16.3% |
| YTD | -4.5% | +0.5% | -5.0% | -4.7% |
| 1Y | +6.2% | +37.0% | -30.8% | +4.1% |
| 3Y | +99.9% | +2.0% | +97.9% | +96.3% |
| 5Y | +131.4% | -44.2% | +175.6% | +128.3% |
| All | +131.4% | -44.2% | +175.7% | +128.3% |
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