+660.3%
WY vs RGEN
+1,576.0%
-915.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -1.7% | -4.9% | +3.2% | -1.5% |
| 30D | -10.1% | +5.7% | -15.8% | -10.4% |
| 3M | -5.1% | +32.4% | -37.6% | -6.7% |
| 6M | -4.8% | +33.2% | -38.0% | -6.5% |
| YTD | -0.2% | +2.3% | -2.5% | -0.7% |
| 1Y | -6.6% | +39.0% | -45.6% | -8.7% |
| 3Y | -22.7% | -4.6% | -18.1% | -23.6% |
| 5Y | -22.2% | -42.7% | +20.5% | -22.0% |
| 10Y | +7.3% | +433.6% | -426.3% | -3.1% |
| All | +660.3% | +1,576.0% | -915.7% | +428.4% |
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