+54.9%
RMBS vs WCC
+129.2%
-74.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.8% |
| 7D | +3.5% | +6.8% | -3.3% | -1.5% |
| 30D | -8.6% | -3.0% | -5.6% | -6.6% |
| 3M | -40.3% | +0.2% | -40.5% | -40.2% |
| 6M | -1.0% | +33.2% | -34.1% | -17.7% |
| YTD | -4.6% | +45.8% | -50.4% | -25.8% |
| 1Y | +17.6% | +68.4% | -50.8% | -16.5% |
| All | +54.9% | +129.2% | -74.4% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling