+57.3%
RMBS vs WING
-31.3%
+88.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -14.4% | -6.0% | -8.4% | -13.6% |
| 3M | -42.8% | -23.5% | -19.4% | -39.7% |
| 6M | -1.4% | -52.0% | +50.6% | +18.7% |
| YTD | -5.4% | -53.8% | +48.4% | +13.5% |
| 1Y | +18.6% | -63.8% | +82.4% | +52.9% |
| 3Y | +57.3% | -30.8% | +88.0% | +19.5% |
| All | +57.3% | -31.3% | +88.6% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling