+266.3%
WPM vs RGEN
-44.3%
+310.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.3% |
| 7D | +3.9% | -4.6% | +8.4% | +4.5% |
| 30D | +17.7% | +1.2% | +16.5% | +17.6% |
| 3M | +39.4% | +26.8% | +12.6% | +35.6% |
| 6M | +6.4% | +29.1% | -22.6% | +3.0% |
| YTD | +34.0% | +0.7% | +33.3% | +33.0% |
| 1Y | +50.5% | +39.1% | +11.5% | +44.7% |
| 3Y | +280.3% | +2.2% | +278.1% | +269.8% |
| 5Y | +266.3% | -44.0% | +310.3% | +256.6% |
| All | +266.3% | -44.3% | +310.6% | +256.6% |
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