-1.8%
RMBS vs WCC
+66.3%
-68.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | -1.2% |
| 7D | +1.8% | +1.4% | +0.4% | +0.5% |
| 30D | -13.9% | -2.3% | -11.6% | -12.3% |
| 3M | -39.8% | +3.7% | -43.5% | -41.7% |
| 6M | -6.0% | +34.8% | -40.8% | -24.4% |
| YTD | -5.4% | +46.1% | -51.5% | -29.5% |
| 1Y | -1.8% | +62.7% | -64.6% | -31.6% |
| All | -1.8% | +66.3% | -68.1% | -31.6% |
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