+13.3%
RMBS vs WCC
+61.8%
-48.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.5% | -2.1% |
| 7D | -0.3% | +4.5% | -4.8% | -4.2% |
| 30D | -12.2% | -5.8% | -6.4% | -7.6% |
| 3M | -49.5% | -3.7% | -45.9% | -47.7% |
| 6M | -7.1% | +23.1% | -30.2% | -20.4% |
| YTD | -7.0% | +44.2% | -51.2% | -30.7% |
| 1Y | +13.3% | +62.1% | -48.8% | -22.0% |
| All | +13.3% | +61.8% | -48.4% | -22.0% |
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