+324.5%
WST vs RGEN
+406.9%
-82.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | -4.6% | +2.8% | -7.4% | -5.6% |
| 3M | +5.7% | +34.5% | -28.8% | -4.8% |
| 6M | +37.6% | +40.5% | -2.9% | +20.7% |
| YTD | +23.0% | +2.8% | +20.2% | +19.4% |
| 1Y | +33.8% | +39.6% | -5.8% | +17.0% |
| 3Y | -13.4% | +4.4% | -17.8% | -21.8% |
| 5Y | -27.0% | -42.8% | +15.8% | -24.1% |
| 10Y | +324.5% | +406.7% | -82.2% | +148.3% |
| All | +324.5% | +406.9% | -82.3% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling