+50.8%
RMBS vs WPM
+259.8%
-209.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.3% |
| 7D | +1.2% | -3.6% | +4.8% | +2.5% |
| 30D | -11.5% | +12.5% | -24.0% | -15.6% |
| 3M | -38.2% | +40.6% | -78.8% | -46.2% |
| 6M | -4.8% | +0.5% | -5.3% | -6.9% |
| YTD | -7.1% | +29.0% | -36.2% | -14.3% |
| 1Y | +10.7% | +43.8% | -33.1% | -0.7% |
| All | +50.8% | +259.8% | -209.0% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling