+438.2%
RMBS vs WING
+635.9%
-197.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +10.3% | -2.7% | +13.0% | +11.0% |
| 30D | -10.7% | +29.3% | -40.0% | -16.7% |
| 3M | -17.2% | +39.9% | -57.1% | -25.1% |
| 6M | -39.0% | +32.4% | -71.5% | -45.1% |
| YTD | -10.5% | -32.9% | +22.4% | -4.8% |
| 1Y | -11.0% | -31.9% | +20.9% | -6.2% |
| 3Y | +31.3% | -24.9% | +56.2% | +29.7% |
| 5Y | +242.8% | -0.7% | +243.5% | +199.4% |
| 10Y | +536.9% | +645.9% | -109.0% | +256.2% |
| All | +438.2% | +635.9% | -197.7% | +191.7% |
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 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