+987.3%
RMBS vs BBWI
+903.4%
+83.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | -10.7% | +12.9% | -23.6% | -14.6% |
| 3M | -17.2% | +16.0% | -33.2% | -22.8% |
| 6M | -39.0% | +16.6% | -55.6% | -44.2% |
| YTD | -10.5% | +9.7% | -20.3% | -17.9% |
| 1Y | -11.0% | +1.5% | -12.5% | -17.6% |
| 3Y | +31.3% | -21.4% | +52.7% | +27.1% |
| 5Y | +242.8% | -67.6% | +310.3% | +322.3% |
| 10Y | +536.9% | -46.8% | +583.8% | +409.9% |
| All | +987.3% | +903.4% | +83.9% | +33.2% |
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