+1,023.6%
RMBS vs WST
+8,519.5%
-7,495.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +21.9% | +4.9% | +17.1% | +19.8% |
| 30D | -13.4% | +10.7% | -24.1% | -16.6% |
| 3M | -15.9% | +16.8% | -32.7% | -20.9% |
| 6M | -34.8% | +32.0% | -66.7% | -41.8% |
| YTD | -7.5% | +49.9% | -57.5% | -21.6% |
| 1Y | -16.9% | +50.6% | -67.5% | -29.7% |
| 3Y | +35.5% | +21.4% | +14.1% | +12.1% |
| 5Y | +254.2% | -0.6% | +254.8% | +209.8% |
| 10Y | +558.2% | +449.4% | +108.8% | +155.7% |
| All | +1,023.6% | +8,519.5% | -7,495.9% | +41.4% |
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