+504.6%
RMBS vs WPM
+5,046.3%
-4,541.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +10.3% | -3.6% | +13.9% | +11.1% |
| 30D | -10.7% | +1.4% | -12.2% | -11.2% |
| 3M | -17.2% | -0.2% | -17.0% | -17.6% |
| 6M | -39.0% | -7.3% | -31.7% | -38.4% |
| YTD | -10.5% | +12.3% | -22.9% | -12.8% |
| 1Y | -11.0% | +24.9% | -35.9% | -15.0% |
| 3Y | +31.3% | +210.4% | -179.0% | +4.8% |
| 5Y | +242.8% | +210.4% | +32.4% | +169.7% |
| 10Y | +536.9% | +731.7% | -194.7% | +300.3% |
| All | +504.6% | +5,046.3% | -4,541.7% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling