+61.3%
RMBS vs WETO
-99.4%
+160.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +2.0% |
| 7D | +1.8% | -4.3% | +6.1% | +1.8% |
| 30D | -13.9% | -39.9% | +26.0% | -16.4% |
| 3M | -39.8% | -97.9% | +58.1% | -36.1% |
| 6M | -6.0% | -95.0% | +89.0% | -5.5% |
| YTD | -5.4% | -97.2% | +91.8% | -4.1% |
| 1Y | -1.8% | -98.9% | +97.1% | +0.6% |
| All | +61.3% | -99.4% | +160.7% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling