+558.9%
RMBS vs WSM
+1,071.8%
-512.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | -13.9% | -7.7% | -6.2% | -11.4% |
| 3M | -39.8% | +3.8% | -43.6% | -40.8% |
| 6M | -6.0% | +22.7% | -28.7% | -12.8% |
| YTD | -5.4% | +28.0% | -33.4% | -13.2% |
| 1Y | -1.8% | +12.7% | -14.5% | -6.0% |
| 3Y | +53.7% | +231.3% | -177.6% | +2.1% |
| 5Y | +268.5% | +177.2% | +91.3% | +147.3% |
| All | +558.9% | +1,071.8% | -512.9% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling