+90.7%
WFC vs RMBS
+240.2%
-149.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.8% |
| 7D | +2.5% | +10.3% | -7.8% | +1.1% |
| 30D | +7.0% | -10.7% | +17.7% | +8.1% |
| 3M | -1.8% | -17.2% | +15.5% | -0.1% |
| 6M | +18.4% | -39.0% | +57.4% | +23.9% |
| YTD | -5.6% | -10.5% | +4.9% | -10.7% |
| 1Y | +3.9% | -11.0% | +14.9% | -2.0% |
| 3Y | +126.3% | +31.3% | +95.0% | +81.9% |
| All | +90.7% | +240.2% | -149.5% | +4.4% |
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 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