+4.7%
WY vs RGEN
+415.7%
-411.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -4.2% | -1.4% | -2.7% | -3.9% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -8.5% | +23.9% | -32.4% | -13.0% |
| 6M | -3.3% | +38.5% | -41.9% | -10.9% |
| YTD | -4.4% | +0.8% | -5.2% | -5.9% |
| 1Y | -11.5% | +38.2% | -49.7% | -19.2% |
| 3Y | -24.3% | +1.3% | -25.6% | -29.3% |
| 5Y | -21.3% | -44.0% | +22.7% | -20.3% |
| All | +4.7% | +415.7% | -411.0% | -35.1% |
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 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