-39.0%
RMBS vs WCC
-11.8%
-27.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -1.5% |
| 7D | +10.3% | +9.9% | +0.4% | +0.1% |
| 30D | -10.7% | -8.4% | -2.3% | -2.6% |
| 3M | -17.2% | -10.3% | -6.9% | -7.9% |
| 6M | -39.0% | -10.5% | -28.5% | -29.5% |
| All | -39.0% | -11.8% | -27.2% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling