+1,049.0%
RMBS vs WSM
+8,745.6%
-7,696.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +3.0% | +2.6% | +0.4% | +2.1% |
| 30D | -14.4% | -9.5% | -4.9% | -11.8% |
| 3M | -42.8% | +12.9% | -55.7% | -45.2% |
| 6M | -1.4% | +23.0% | -24.4% | -7.5% |
| YTD | -5.4% | +28.9% | -34.4% | -12.3% |
| 1Y | +18.6% | +13.7% | +4.9% | +14.2% |
| 3Y | +57.3% | +232.6% | -175.4% | +7.9% |
| 5Y | +265.7% | +185.9% | +79.8% | +151.7% |
| 10Y | +546.0% | +998.6% | -452.6% | +172.2% |
| All | +1,049.0% | +8,745.6% | -7,696.7% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling