+2,079.5%
RGEN vs NWSA
+127.4%
+1,952.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -4.9% | -1.9% | -3.0% | -4.1% |
| 30D | +5.7% | +4.6% | +1.1% | +3.5% |
| 3M | +32.4% | +13.2% | +19.2% | +25.2% |
| 6M | +33.2% | +27.0% | +6.2% | +19.5% |
| YTD | +2.3% | +16.8% | -14.6% | -5.2% |
| 1Y | +39.0% | +4.5% | +34.5% | +34.3% |
| 3Y | -4.6% | +46.2% | -50.9% | -20.0% |
| 5Y | -42.7% | +40.9% | -83.6% | -52.2% |
| 10Y | +433.6% | +145.1% | +288.5% | +229.9% |
| All | +2,079.5% | +127.4% | +1,952.0% | +1,318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling