+558.9%
RMBS vs WCC
+540.7%
+18.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | -13.9% | -2.3% | -11.6% | -13.0% |
| 3M | -39.8% | +3.7% | -43.5% | -40.5% |
| 6M | -6.0% | +34.8% | -40.8% | -16.6% |
| YTD | -5.4% | +46.1% | -51.5% | -19.1% |
| 1Y | -1.8% | +62.7% | -64.6% | -19.7% |
| 3Y | +53.7% | +133.6% | -79.9% | +6.9% |
| 5Y | +268.5% | +226.1% | +42.5% | +116.5% |
| All | +558.9% | +540.7% | +18.2% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling