+534.0%
RMBS vs WST
+456.5%
+77.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.7% |
| 7D | +10.3% | +4.2% | +6.1% | +8.8% |
| 30D | -10.7% | +11.2% | -21.9% | -13.7% |
| 3M | -17.2% | +20.4% | -37.6% | -22.3% |
| 6M | -39.0% | +37.9% | -76.9% | -45.4% |
| YTD | -10.5% | +51.8% | -62.3% | -22.6% |
| 1Y | -11.0% | +56.6% | -67.6% | -23.9% |
| 3Y | +31.3% | +24.2% | +7.1% | +11.0% |
| 5Y | +242.8% | +0.7% | +242.1% | +211.6% |
| All | +534.0% | +456.5% | +77.5% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling