+2,081.9%
RGEN vs NWSA
+102.5%
+1,979.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.4% |
| 7D | -3.3% | +2.2% | -5.5% | -4.2% |
| 30D | -5.8% | -8.8% | +2.9% | -2.4% |
| 3M | +0.2% | -6.5% | +6.7% | +2.6% |
| 6M | +56.8% | +1.5% | +55.3% | +54.6% |
| YTD | +2.4% | +4.0% | -1.6% | -0.6% |
| 1Y | +11.4% | +3.4% | +8.0% | +8.4% |
| 3Y | +15.2% | +34.8% | -19.7% | -0.3% |
| 5Y | -35.1% | +18.4% | -53.4% | -42.0% |
| 10Y | +419.6% | +149.2% | +270.5% | +215.8% |
| All | +2,081.9% | +102.5% | +1,979.4% | +1,387.1% |
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