+5,013.3%
WPM vs RGEN
+7,777.5%
-2,764.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | -3.3% | -0.3% | -3.1% |
| 30D | +1.4% | -5.8% | +7.3% | +2.2% |
| 3M | -0.2% | +0.2% | -0.4% | -0.4% |
| 6M | -7.3% | +56.8% | -64.1% | -12.7% |
| YTD | +12.3% | +2.4% | +9.9% | +11.2% |
| 1Y | +24.9% | +11.4% | +13.5% | +22.3% |
| 3Y | +210.4% | +15.2% | +195.2% | +194.4% |
| 5Y | +210.4% | -35.1% | +245.4% | +206.2% |
| 10Y | +731.7% | +419.6% | +312.0% | +508.8% |
| All | +5,013.3% | +7,777.5% | -2,764.1% | +2,242.2% |
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