+1,433.0%
WDC vs RMBS
+1,284.9%
+148.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -4.2% |
| 7D | +12.1% | +10.3% | +1.8% | +9.7% |
| 30D | -18.8% | -10.7% | -8.1% | -16.1% |
| 3M | -39.3% | -17.2% | -22.1% | -36.5% |
| 6M | -40.1% | -39.0% | -1.1% | -32.5% |
| YTD | +71.8% | -10.5% | +82.3% | +75.7% |
| 1Y | +88.5% | -11.0% | +99.4% | +93.1% |
| 3Y | +770.0% | +31.3% | +738.7% | +697.9% |
| 5Y | +549.0% | +242.8% | +306.3% | +383.6% |
| 10Y | +650.3% | +536.9% | +113.4% | +402.0% |
| All | +1,433.0% | +1,284.9% | +148.1% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling