+534.0%
RMBS vs BBWI
-47.4%
+581.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | -10.7% | +12.9% | -23.6% | -13.3% |
| 3M | -17.2% | +16.0% | -33.2% | -20.8% |
| 6M | -39.0% | +16.6% | -55.6% | -42.4% |
| YTD | -10.5% | +9.7% | -20.3% | -15.1% |
| 1Y | -11.0% | +1.5% | -12.5% | -15.0% |
| 3Y | +31.3% | -21.4% | +52.7% | +30.8% |
| 5Y | +242.8% | -67.6% | +310.3% | +292.5% |
| All | +534.0% | -47.4% | +581.4% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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