+14,518.0%
WST vs RGEN
+1,634.9%
+12,883.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.7% |
| 7D | -3.1% | -1.9% | -1.2% | -3.0% |
| 30D | +9.1% | +3.7% | +5.3% | +8.8% |
| 3M | +14.7% | +8.8% | +5.9% | +14.1% |
| 6M | +28.0% | +38.0% | -10.0% | +25.5% |
| YTD | +45.6% | +5.9% | +39.8% | +44.7% |
| 1Y | +45.7% | +19.7% | +26.0% | +43.7% |
| 3Y | +21.1% | +20.5% | +0.6% | +18.7% |
| 5Y | +0.3% | -35.0% | +35.3% | +0.6% |
| 10Y | +449.0% | +540.9% | -91.9% | +408.0% |
| All | +14,518.0% | +1,634.9% | +12,883.1% | +12,098.4% |
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