-29.4%
WU vs RGEN
+1.9%
-31.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.6% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | -3.2% | +25.9% | -29.2% | -6.2% |
| 6M | -25.0% | +35.2% | -60.3% | -28.2% |
| YTD | -21.7% | +0.5% | -22.2% | -22.4% |
| 1Y | -9.0% | +37.0% | -45.9% | -13.9% |
| All | -29.4% | +1.9% | -31.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling