+1,059.0%
RMBS vs WY
+236.8%
+822.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.5% | -1.7% | +5.1% | +4.3% |
| 30D | -8.6% | -9.9% | +1.3% | -4.1% |
| 3M | -40.3% | -7.5% | -32.8% | -38.7% |
| 6M | -1.0% | -5.1% | +4.2% | +0.3% |
| YTD | -4.6% | -2.1% | -2.5% | -5.4% |
| 1Y | +17.6% | -7.3% | +24.9% | +19.6% |
| 3Y | +58.6% | -22.6% | +81.3% | +73.2% |
| 5Y | +270.9% | -19.8% | +290.7% | +293.8% |
| 10Y | +569.1% | +9.6% | +559.5% | +455.2% |
| All | +1,059.0% | +236.8% | +822.2% | +420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling