+1,030.0%
RMBS vs BBWI
+815.2%
+214.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.4% |
| 7D | -0.3% | +1.5% | -1.9% | -0.9% |
| 30D | -12.2% | -5.2% | -7.0% | -11.3% |
| 3M | -49.5% | +11.1% | -60.6% | -52.2% |
| 6M | -7.1% | -13.4% | +6.2% | -6.2% |
| YTD | -7.0% | +0.1% | -7.1% | -10.9% |
| 1Y | +13.3% | -36.1% | +49.5% | +24.0% |
| 3Y | +49.2% | -44.1% | +93.3% | +63.8% |
| 5Y | +250.0% | -66.2% | +316.2% | +328.5% |
| 10Y | +495.1% | -54.8% | +549.9% | +411.8% |
| All | +1,030.0% | +815.2% | +214.8% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling