+781.3%
RMBS vs WCN
+6,767.3%
-5,986.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | -14.4% | -2.1% | -12.3% | -14.0% |
| 3M | -42.8% | +6.4% | -49.2% | -44.2% |
| 6M | -1.4% | -3.7% | +2.3% | -1.7% |
| YTD | -5.4% | -6.4% | +0.9% | -5.0% |
| 1Y | +18.6% | -7.9% | +26.5% | +19.2% |
| 3Y | +57.3% | +20.8% | +36.5% | +47.4% |
| 5Y | +265.7% | +29.0% | +236.7% | +237.1% |
| 10Y | +546.0% | +236.4% | +309.7% | +383.6% |
| All | +781.3% | +6,767.3% | -5,986.0% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling