+1,394.6%
WDC vs RMBS
+56.5%
+1,338.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +7.5% | +3.5% | +4.0% | +5.8% |
| 30D | +10.1% | -8.6% | +18.7% | +15.0% |
| 3M | -6.8% | -40.3% | +33.5% | +18.4% |
| 6M | +84.1% | -1.0% | +85.1% | +81.2% |
| YTD | +180.3% | -4.6% | +184.9% | +176.2% |
| 1Y | +411.1% | +17.6% | +393.5% | +353.2% |
| All | +1,394.6% | +56.5% | +1,338.1% | +1,030.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling