+587.3%
WY vs RGEN
+1,577.9%
-990.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -0.8% | -3.3% | +2.5% | -0.6% |
| 30D | +10.1% | -5.8% | +15.9% | +10.4% |
| 3M | -15.4% | +0.2% | -15.6% | -15.5% |
| 6M | -8.3% | +56.8% | -65.1% | -10.8% |
| YTD | -9.8% | +2.4% | -12.2% | -10.4% |
| 1Y | -3.9% | +11.4% | -15.3% | -4.9% |
| 3Y | -23.3% | +15.2% | -38.5% | -24.9% |
| 5Y | -31.2% | -35.1% | +3.9% | -31.4% |
| 10Y | +5.5% | +419.6% | -414.1% | -4.7% |
| All | +587.3% | +1,577.9% | -990.6% | +376.9% |
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