+5,928.6%
WPM vs RGEN
+7,768.5%
-1,839.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +1.1% | -4.9% | +6.0% | +1.7% |
| 30D | +26.4% | +5.7% | +20.7% | +25.6% |
| 3M | +20.8% | +32.4% | -11.6% | +16.5% |
| 6M | +1.1% | +33.2% | -32.1% | -2.9% |
| YTD | +32.5% | +2.3% | +30.2% | +31.4% |
| 1Y | +51.5% | +39.0% | +12.5% | +44.4% |
| 3Y | +267.0% | -4.6% | +271.7% | +255.6% |
| 5Y | +250.1% | -42.7% | +292.8% | +250.6% |
| 10Y | +540.4% | +433.6% | +106.8% | +367.1% |
| All | +5,928.6% | +7,768.5% | -1,839.9% | +2,667.8% |
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