-11.0%
RMBS vs WING
-33.5%
+22.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +10.3% | -2.7% | +13.0% | +10.6% |
| 30D | -10.7% | +29.3% | -40.0% | -13.0% |
| 3M | -17.2% | +39.9% | -57.1% | -20.4% |
| 6M | -39.0% | +32.4% | -71.5% | -42.5% |
| YTD | -10.5% | -32.9% | +22.4% | -2.4% |
| 1Y | -11.0% | -31.9% | +20.9% | -2.2% |
| All | -11.0% | -33.5% | +22.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling