-11.0%
RMBS vs WST
+54.9%
-65.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -4.0% |
| 7D | +10.3% | +4.2% | +6.1% | +7.7% |
| 30D | -10.7% | +11.2% | -21.9% | -15.3% |
| 3M | -17.2% | +20.4% | -37.6% | -25.1% |
| 6M | -39.0% | +37.9% | -76.9% | -49.3% |
| YTD | -10.5% | +51.8% | -62.3% | -34.5% |
| 1Y | -11.0% | +56.6% | -67.6% | -35.2% |
| All | -11.0% | +54.9% | -65.9% | -35.2% |
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