+13.3%
RMBS vs WETO
-98.9%
+112.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -20.8% | +22.1% | +1.6% |
| 7D | -0.3% | -55.4% | +55.1% | +0.6% |
| 30D | -12.2% | -48.5% | +36.3% | -14.6% |
| 3M | -49.5% | -97.5% | +48.0% | -45.1% |
| 6M | -7.1% | -94.2% | +87.1% | -6.6% |
| YTD | -7.0% | -97.0% | +90.0% | -4.7% |
| 1Y | +13.3% | -98.9% | +112.2% | +23.5% |
| All | +13.3% | -98.9% | +112.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling