+417.4%
WDC vs RMBS
+16.3%
+401.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.5% | +5.2% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -10.0% | -12.2% | +2.2% | -3.9% |
| 3M | -18.8% | -49.5% | +30.8% | +12.7% |
| 6M | +79.0% | -7.1% | +86.2% | +80.7% |
| YTD | +171.6% | -7.0% | +178.6% | +168.8% |
| 1Y | +417.4% | +13.3% | +404.0% | +404.2% |
| All | +417.4% | +16.3% | +401.1% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling