+402.8%
RGEN vs NWSA
+148.8%
+254.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.9% | -4.8% | +1.8% | -0.9% |
| 30D | -0.1% | +3.0% | -3.0% | -1.3% |
| 3M | +25.9% | +9.3% | +16.6% | +21.2% |
| 6M | +35.2% | +23.2% | +12.0% | +23.5% |
| YTD | +0.5% | +13.3% | -12.8% | -5.4% |
| 1Y | +37.0% | +2.9% | +34.1% | +33.4% |
| 3Y | +2.0% | +43.3% | -41.3% | -12.8% |
| 5Y | -44.2% | +40.9% | -85.1% | -53.0% |
| All | +402.8% | +148.8% | +254.0% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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