+1,030.0%
RMBS vs WST
+7,020.2%
-5,990.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -0.3% | +0.7% | -1.1% | -0.6% |
| 30D | -12.2% | -3.1% | -9.0% | -11.0% |
| 3M | -49.5% | +7.2% | -56.7% | -51.0% |
| 6M | -7.1% | +36.8% | -44.0% | -18.3% |
| YTD | -7.0% | +23.8% | -30.8% | -14.9% |
| 1Y | +13.3% | +37.8% | -24.4% | -0.9% |
| 3Y | +49.2% | -15.9% | +65.1% | +44.2% |
| 5Y | +250.0% | -25.8% | +275.8% | +244.4% |
| 10Y | +495.1% | +319.6% | +175.5% | +157.5% |
| All | +1,030.0% | +7,020.2% | -5,990.1% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling