+398.6%
RMBS vs WU
-19.6%
+418.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -12.2% | -1.1% | -11.1% | -11.9% |
| 3M | -49.5% | -3.9% | -45.7% | -49.8% |
| 6M | -7.1% | -20.7% | +13.5% | -0.1% |
| YTD | -7.0% | -18.4% | +11.4% | -1.4% |
| 1Y | +13.3% | -8.1% | +21.4% | +12.2% |
| 3Y | +49.2% | -24.2% | +73.4% | +58.6% |
| 5Y | +250.0% | -50.4% | +300.4% | +336.9% |
| 10Y | +495.1% | -40.0% | +535.2% | +552.8% |
| All | +398.6% | -19.6% | +418.2% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling