+266.8%
RMBS vs WSM
+175.3%
+91.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | -13.9% | -7.7% | -6.2% | -11.0% |
| 3M | -39.8% | +3.8% | -43.6% | -41.0% |
| 6M | -6.0% | +22.7% | -28.7% | -14.0% |
| YTD | -5.4% | +28.0% | -33.4% | -14.4% |
| 1Y | -1.8% | +12.7% | -14.5% | -6.9% |
| 3Y | +53.7% | +231.3% | -177.6% | -0.8% |
| All | +266.8% | +175.3% | +91.5% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling