-17.4%
RMBS vs WST
+47.3%
-64.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.2% |
| 7D | -8.9% | +1.3% | -10.2% | -9.5% |
| 30D | -24.8% | +8.5% | -33.3% | -28.1% |
| 3M | -17.6% | +17.2% | -34.8% | -24.6% |
| 6M | -25.7% | +36.3% | -61.9% | -38.5% |
| YTD | -9.8% | +48.9% | -58.7% | -33.1% |
| 1Y | -17.4% | +42.9% | -60.3% | -38.1% |
| All | -17.4% | +47.3% | -64.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling