+459.3%
RMBS vs WING
+405.9%
+53.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -0.3% | -3.9% | +3.5% | +0.6% |
| 30D | -12.2% | -11.6% | -0.6% | -10.0% |
| 3M | -49.5% | -24.2% | -25.3% | -46.7% |
| 6M | -7.1% | -54.1% | +46.9% | +11.0% |
| YTD | -7.0% | -53.9% | +46.9% | +9.8% |
| 1Y | +13.3% | -64.4% | +77.7% | +42.0% |
| 3Y | +49.2% | -30.2% | +79.4% | +51.4% |
| 5Y | +250.0% | -34.1% | +284.1% | +240.9% |
| 10Y | +495.1% | +342.1% | +153.0% | +277.5% |
| All | +459.3% | +405.9% | +53.4% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling