+50.6%
WST vs RGEN
+9.1%
+41.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.5% |
| 7D | +4.9% | -1.2% | +6.0% | +5.1% |
| 30D | +10.7% | -5.1% | +15.8% | +11.9% |
| 3M | +16.8% | +0.5% | +16.3% | +16.4% |
| 6M | +32.0% | +46.6% | -14.6% | +20.3% |
| YTD | +49.9% | +1.6% | +48.3% | +57.0% |
| 1Y | +50.6% | +5.4% | +45.2% | +54.2% |
| All | +50.6% | +9.1% | +41.5% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling