-21.9%
WU vs RGEN
+4,829.4%
-4,851.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -0.8% | -4.9% | +4.1% | -0.1% |
| 30D | -1.1% | +5.7% | -6.8% | -2.0% |
| 3M | -3.9% | +32.4% | -36.3% | -8.0% |
| 6M | -20.7% | +33.2% | -53.8% | -24.5% |
| YTD | -18.4% | +2.3% | -20.6% | -19.4% |
| 1Y | -8.1% | +39.0% | -47.1% | -13.8% |
| 3Y | -24.2% | -4.6% | -19.5% | -27.3% |
| 5Y | -50.4% | -42.7% | -7.8% | -50.8% |
| 10Y | -40.0% | +433.6% | -473.6% | -61.4% |
| All | -21.9% | +4,829.4% | -4,851.3% | -73.1% |
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