-51.2%
WU vs RGEN
-44.3%
-6.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -4.9% | -4.6% | -0.4% | -4.5% |
| 30D | -1.3% | +1.2% | -2.4% | -1.5% |
| 3M | -3.6% | +26.8% | -30.4% | -6.1% |
| 6M | -24.3% | +29.1% | -53.4% | -26.7% |
| YTD | -21.1% | +0.7% | -21.8% | -21.7% |
| 1Y | -10.3% | +39.1% | -49.4% | -14.3% |
| 3Y | -28.4% | +2.2% | -30.6% | -31.3% |
| 5Y | -51.2% | -44.0% | -7.2% | -57.6% |
| All | -51.2% | -44.3% | -6.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling