+885.5%
RMBS vs WST
+8,273.4%
-7,387.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.2% |
| 7D | -12.0% | -3.1% | -8.9% | -10.6% |
| 30D | -33.1% | +9.1% | -42.2% | -35.3% |
| 3M | -23.7% | +14.7% | -38.4% | -27.8% |
| 6M | -42.7% | +28.0% | -70.7% | -48.3% |
| YTD | -18.9% | +45.6% | -64.5% | -30.4% |
| 1Y | -30.0% | +45.7% | -75.7% | -40.0% |
| 3Y | +28.8% | +21.1% | +7.7% | +6.5% |
| 5Y | +210.5% | +0.3% | +210.2% | +169.9% |
| 10Y | +524.7% | +449.0% | +75.7% | +142.3% |
| All | +885.5% | +8,273.4% | -7,387.9% | +25.4% |
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