+197.9%
WEC vs RMBS
+534.0%
-336.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | +2.3% | +10.3% | -8.0% | +2.1% |
| 30D | +11.1% | -10.7% | +21.8% | +11.2% |
| 3M | +8.4% | -17.2% | +25.7% | +8.7% |
| 6M | +7.5% | -39.0% | +46.5% | +8.2% |
| YTD | +15.3% | -10.5% | +25.9% | +14.0% |
| 1Y | +9.7% | -11.0% | +20.7% | +8.4% |
| 3Y | +64.7% | +31.3% | +33.3% | +57.0% |
| 5Y | +57.3% | +242.8% | -185.5% | +31.1% |
| All | +197.9% | +534.0% | -336.1% | +113.4% |
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