-27.0%
WST vs RGEN
-42.7%
+15.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +5.7% | +34.5% | -28.8% | -5.3% |
| 6M | +37.6% | +40.5% | -2.9% | +19.9% |
| YTD | +23.0% | +2.8% | +20.2% | +19.4% |
| 1Y | +33.8% | +39.6% | -5.8% | +16.2% |
| 3Y | -13.4% | +4.4% | -17.8% | -22.1% |
| 5Y | -27.0% | -42.8% | +15.8% | -22.2% |
| All | -27.0% | -42.7% | +15.8% | -22.2% |
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 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