+1,188.5%
WDC vs RMBS
+566.4%
+622.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.0% |
| 7D | -4.3% | +1.8% | -6.1% | -5.2% |
| 30D | -1.5% | -13.9% | +12.4% | +7.0% |
| 3M | -15.5% | -39.8% | +24.3% | +11.4% |
| 6M | +66.5% | -6.0% | +72.5% | +65.4% |
| YTD | +159.9% | -5.4% | +165.2% | +151.5% |
| 1Y | +366.0% | -1.8% | +367.8% | +332.9% |
| 3Y | +1,285.8% | +53.7% | +1,232.2% | +762.1% |
| 5Y | +925.6% | +268.5% | +657.0% | +216.9% |
| All | +1,188.5% | +566.4% | +622.1% | +131.3% |
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