+366.0%
WDC vs RMBS
+11.7%
+354.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.9% |
| 3M | -15.5% | -39.8% | +24.3% | +9.1% |
| 6M | +66.5% | -6.0% | +72.5% | +65.2% |
| YTD | +159.9% | -5.4% | +165.2% | +150.3% |
| 1Y | +366.0% | -1.8% | +367.8% | +340.5% |
| All | +366.0% | +11.7% | +354.2% | +340.5% |
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