+528.4%
RMBS vs WPM
+5,967.5%
-5,439.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | -12.2% | +26.4% | -38.5% | -16.3% |
| 3M | -49.5% | +20.8% | -70.4% | -51.5% |
| 6M | -7.1% | +1.1% | -8.3% | -7.6% |
| YTD | -7.0% | +32.5% | -39.5% | -12.1% |
| 1Y | +13.3% | +51.5% | -38.2% | +4.2% |
| 3Y | +49.2% | +267.0% | -217.8% | +15.2% |
| 5Y | +250.0% | +250.1% | -0.2% | +168.8% |
| 10Y | +495.1% | +540.4% | -45.2% | +289.2% |
| All | +528.4% | +5,967.5% | -5,439.1% | +156.8% |
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