+10,793.7%
WMT vs RGEN
+1,577.9%
+9,215.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +2.0% | -3.3% | +5.3% | +2.1% |
| 30D | +10.3% | -5.8% | +16.1% | +10.4% |
| 3M | +11.0% | +0.2% | +10.8% | +10.9% |
| 6M | -2.3% | +56.8% | -59.1% | -3.5% |
| YTD | +15.7% | +2.4% | +13.3% | +15.4% |
| 1Y | +26.0% | +11.4% | +14.5% | +25.3% |
| 3Y | +136.5% | +15.2% | +121.3% | +133.9% |
| 5Y | +176.8% | -35.1% | +211.9% | +175.5% |
| 10Y | +537.5% | +419.6% | +117.9% | +505.6% |
| All | +10,793.7% | +1,577.9% | +9,215.8% | +8,833.3% |
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 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