+642.9%
WDC vs RMBS
+534.0%
+108.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -3.2% |
| 7D | +12.1% | +10.3% | +1.8% | +6.4% |
| 30D | -18.8% | -10.7% | -8.1% | -12.9% |
| 3M | -39.3% | -17.2% | -22.1% | -33.2% |
| 6M | -40.1% | -39.0% | -1.1% | -22.7% |
| YTD | +71.8% | -10.5% | +82.3% | +69.9% |
| 1Y | +88.5% | -11.0% | +99.4% | +86.6% |
| 3Y | +770.0% | +31.3% | +738.7% | +500.2% |
| 5Y | +549.0% | +242.8% | +306.3% | +105.2% |
| All | +642.9% | +534.0% | +108.9% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling