-22.5%
WY vs RGEN
+2.1%
-24.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.1% |
| 7D | -1.7% | -4.6% | +2.9% | -0.8% |
| 30D | -9.9% | +1.2% | -11.0% | -10.1% |
| 3M | -7.5% | +26.8% | -34.3% | -11.9% |
| 6M | -5.1% | +29.1% | -34.2% | -10.5% |
| YTD | -2.1% | +0.7% | -2.8% | -3.3% |
| 1Y | -7.3% | +39.1% | -46.4% | -14.8% |
| All | -22.5% | +2.1% | -24.6% | -25.4% |
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 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