+270.9%
RMBS vs WING
-33.6%
+304.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | +3.5% | -2.3% | +5.7% | +4.1% |
| 30D | -8.6% | -5.6% | -3.0% | -7.8% |
| 3M | -40.3% | -22.9% | -17.4% | -37.1% |
| 6M | -1.0% | -50.4% | +49.4% | +17.0% |
| YTD | -4.6% | -53.3% | +48.7% | +13.2% |
| 1Y | +17.6% | -61.2% | +78.8% | +45.9% |
| 3Y | +58.6% | -30.1% | +88.7% | +60.3% |
| 5Y | +270.9% | -35.0% | +305.9% | +259.8% |
| All | +270.9% | -33.6% | +304.5% | +259.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling