-40.4%
WU vs RGEN
+415.7%
-456.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.5% | -1.4% | -2.0% | -3.3% |
| 30D | -2.9% | -0.3% | -2.6% | -3.0% |
| 3M | -2.3% | +23.9% | -26.1% | -5.0% |
| 6M | -25.4% | +38.5% | -63.9% | -28.7% |
| YTD | -21.2% | +0.8% | -22.0% | -21.9% |
| 1Y | -8.9% | +38.2% | -47.1% | -13.5% |
| 3Y | -29.0% | +1.3% | -30.3% | -32.0% |
| 5Y | -50.7% | -44.0% | -6.7% | -50.9% |
| All | -40.4% | +415.7% | -456.1% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling