-1.8%
RMBS vs WPM
+46.6%
-48.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.9% |
| 7D | +1.8% | -0.6% | +2.3% | +2.0% |
| 30D | -13.9% | +14.4% | -28.3% | -19.7% |
| 3M | -39.8% | +37.0% | -76.8% | -49.3% |
| 6M | -6.0% | +4.1% | -10.1% | -10.5% |
| YTD | -5.4% | +31.7% | -37.1% | -13.7% |
| 1Y | -1.8% | +44.2% | -46.0% | -11.7% |
| All | -1.8% | +46.6% | -48.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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