+266.8%
RMBS vs WY
-22.2%
+289.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +1.8% | -4.2% | +5.9% | +3.8% |
| 30D | -13.9% | -10.1% | -3.8% | -9.6% |
| 3M | -39.8% | -8.5% | -31.3% | -37.9% |
| 6M | -6.0% | -3.3% | -2.7% | -5.7% |
| YTD | -5.4% | -4.4% | -1.0% | -5.5% |
| 1Y | -1.8% | -11.5% | +9.7% | +2.1% |
| 3Y | +53.7% | -24.3% | +78.0% | +69.5% |
| All | +266.8% | -22.2% | +289.0% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling