+12,330.1%
WST vs RGEN
+1,576.0%
+10,754.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.7% | -4.9% | +5.7% | +1.0% |
| 30D | -3.1% | +5.7% | -8.8% | -3.5% |
| 3M | +7.2% | +32.4% | -25.2% | +5.4% |
| 6M | +36.8% | +33.2% | +3.6% | +34.3% |
| YTD | +23.8% | +2.3% | +21.6% | +23.3% |
| 1Y | +37.8% | +39.0% | -1.2% | +34.8% |
| 3Y | -15.9% | -4.6% | -11.3% | -16.6% |
| 5Y | -25.8% | -42.7% | +16.9% | -25.2% |
| 10Y | +319.6% | +433.6% | -114.0% | +290.8% |
| All | +12,330.1% | +1,576.0% | +10,754.1% | +10,298.7% |
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