+15,003.6%
WST vs RGEN
+1,689.4%
+13,314.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +3.1% |
| 7D | +1.3% | +3.5% | -2.2% | +1.1% |
| 30D | +12.9% | +2.9% | +10.0% | +12.7% |
| 3M | +16.7% | +9.2% | +7.5% | +16.0% |
| 6M | +26.8% | +44.9% | -18.1% | +24.0% |
| YTD | +50.5% | +9.2% | +41.3% | +49.2% |
| 1Y | +52.9% | +25.3% | +27.6% | +50.4% |
| 3Y | +23.9% | +21.7% | +2.2% | +21.4% |
| 5Y | +1.0% | -34.5% | +35.5% | +1.3% |
| 10Y | +451.4% | +478.9% | -27.5% | +411.2% |
| All | +15,003.6% | +1,689.4% | +13,314.2% | +12,481.8% |
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