-17.4%
RMBS vs WCC
+24.5%
-41.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.9% | +3.9% | +3.1% |
| 7D | -8.9% | -8.8% | -0.1% | -1.6% |
| 30D | -24.8% | -16.0% | -8.8% | -12.2% |
| 3M | -17.6% | -15.2% | -2.3% | -4.7% |
| 6M | -25.7% | -8.4% | -17.3% | -18.8% |
| YTD | -9.8% | +30.1% | -39.9% | -30.5% |
| 1Y | -17.4% | +26.4% | -43.8% | -33.8% |
| All | -17.4% | +24.5% | -41.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling