+13.7%
RMBS vs WING
-61.7%
+75.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.7% |
| 7D | +3.5% | -2.3% | +5.7% | +3.7% |
| 30D | -8.6% | -5.6% | -3.0% | -8.2% |
| 3M | -40.3% | -22.9% | -17.4% | -38.4% |
| 6M | -1.0% | -50.4% | +49.4% | +11.7% |
| YTD | -4.6% | -53.3% | +48.7% | +8.4% |
| All | +13.7% | -61.7% | +75.4% | +36.7% |
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