-34.8%
RMBS vs BBWI
+13.2%
-48.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | -0.5% |
| 7D | +21.9% | -4.5% | +26.5% | +21.8% |
| 30D | -13.4% | +17.1% | -30.6% | -12.4% |
| 3M | -15.9% | +17.5% | -33.3% | -15.1% |
| 6M | -34.8% | +12.8% | -47.6% | -33.8% |
| All | -34.8% | +13.2% | -48.0% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling