+53.7%
RMBS vs WCN
+18.4%
+35.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.8% | -3.1% | +4.9% | +2.0% |
| 30D | -13.9% | -3.4% | -10.5% | -13.7% |
| 3M | -39.8% | +3.0% | -42.8% | -40.8% |
| 6M | -6.0% | -3.8% | -2.3% | -5.7% |
| YTD | -5.4% | -8.3% | +3.0% | -3.3% |
| 1Y | -1.8% | -9.7% | +7.9% | +1.0% |
| 3Y | +53.7% | +17.2% | +36.5% | +32.5% |
| All | +53.7% | +18.4% | +35.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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