+54.9%
RMBS vs WU
-28.6%
+83.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.7% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -40.3% | -3.6% | -36.7% | -41.1% |
| 6M | -1.0% | -24.3% | +23.4% | +5.3% |
| YTD | -4.6% | -21.1% | +16.5% | -0.3% |
| 1Y | +17.6% | -10.3% | +27.9% | +15.1% |
| All | +54.9% | -28.6% | +83.5% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling