+271.4%
RMBS vs WCN
+26.9%
+244.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | +3.5% | -1.7% | +5.2% | +3.9% |
| 30D | -8.6% | -3.0% | -5.6% | -7.9% |
| 3M | -40.3% | +2.5% | -42.9% | -41.7% |
| 6M | -1.0% | -5.7% | +4.7% | 0.0% |
| YTD | -4.6% | -7.4% | +2.8% | -2.9% |
| 1Y | +17.6% | -8.6% | +26.2% | +19.9% |
| 3Y | +58.6% | +19.4% | +39.3% | +35.6% |
| All | +271.4% | +26.9% | +244.5% | +194.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling