+1.2%
RGEN vs NWSA
+44.1%
-42.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -4.6% | -3.1% | -1.5% | -2.9% |
| 30D | +1.2% | +4.3% | -3.1% | -1.3% |
| 3M | +26.8% | +9.2% | +17.6% | +20.1% |
| 6M | +29.1% | +21.6% | +7.5% | +14.5% |
| YTD | +0.7% | +14.2% | -13.5% | -7.8% |
| 1Y | +39.1% | +1.8% | +37.3% | +36.0% |
| All | +1.2% | +44.1% | -42.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling