-1.6%
SW vs RGEN
-36.7%
+35.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | -0.4% |
| 7D | +4.7% | -10.7% | +15.3% | +6.9% |
| 30D | +5.0% | -3.6% | +8.6% | +5.5% |
| 3M | -7.3% | +6.2% | -13.6% | -9.0% |
| 6M | +15.0% | +34.1% | -19.1% | +7.2% |
| YTD | +18.5% | +2.8% | +15.7% | +15.7% |
| 1Y | +27.1% | +15.5% | +11.6% | +21.1% |
| 3Y | +49.3% | +12.1% | +37.3% | +37.8% |
| 5Y | -1.6% | -36.9% | +35.2% | -2.3% |
| All | -1.6% | -36.7% | +35.0% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling