+916.1%
WDC vs RMBS
+265.4%
+650.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.9% |
| 7D | -4.3% | +1.8% | -6.1% | -5.1% |
| 30D | -1.5% | -13.9% | +12.4% | +6.0% |
| 3M | -15.5% | -39.8% | +24.3% | +7.7% |
| 6M | +66.5% | -6.0% | +72.5% | +67.1% |
| YTD | +159.9% | -5.4% | +165.2% | +155.8% |
| 1Y | +366.0% | -1.8% | +367.8% | +344.9% |
| 3Y | +1,285.8% | +53.7% | +1,232.2% | +867.9% |
| All | +916.1% | +265.4% | +650.7% | +277.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling