+270.9%
RMBS vs WCC
+228.2%
+42.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.6% |
| 7D | +3.5% | +6.8% | -3.3% | -0.6% |
| 30D | -8.6% | -3.0% | -5.6% | -6.9% |
| 3M | -40.3% | +0.2% | -40.5% | -40.1% |
| 6M | -1.0% | +33.2% | -34.1% | -14.5% |
| YTD | -4.6% | +45.8% | -50.4% | -21.7% |
| 1Y | +17.6% | +68.4% | -50.8% | -10.2% |
| 3Y | +58.6% | +131.1% | -72.5% | +0.8% |
| 5Y | +270.9% | +225.6% | +45.3% | +91.1% |
| All | +270.9% | +228.2% | +42.7% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling