+14,940.0%
WWD vs RGEN
+3,230.4%
+11,709.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.8% |
| 7D | +8.2% | -1.2% | +9.3% | +8.2% |
| 30D | -0.2% | -5.1% | +4.9% | +0.1% |
| 3M | -8.4% | +0.5% | -8.9% | -8.6% |
| 6M | -9.5% | +46.6% | -56.1% | -11.8% |
| YTD | +10.1% | +1.6% | +8.4% | +9.5% |
| 1Y | +21.6% | +5.4% | +16.2% | +20.7% |
| 3Y | +149.6% | +12.8% | +136.7% | +144.0% |
| 5Y | +191.3% | -35.6% | +226.9% | +189.8% |
| 10Y | +455.2% | +415.7% | +39.5% | +390.3% |
| All | +14,940.0% | +3,230.4% | +11,709.6% | +11,244.4% |
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