+534.0%
RMBS vs WING
+618.8%
-84.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +10.3% | -2.7% | +13.0% | +11.1% |
| 30D | -10.7% | +29.3% | -40.0% | -16.9% |
| 3M | -17.2% | +39.9% | -57.1% | -25.5% |
| 6M | -39.0% | +32.4% | -71.5% | -45.4% |
| YTD | -10.5% | -32.9% | +22.4% | -4.5% |
| 1Y | -11.0% | -31.9% | +20.9% | -5.9% |
| 3Y | +31.3% | -24.9% | +56.2% | +29.2% |
| 5Y | +242.8% | -0.7% | +243.5% | +195.7% |
| All | +534.0% | +618.8% | -84.8% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling