+13.3%
RMBS vs BWA
+59.1%
-45.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | -0.2% |
| 7D | -0.3% | +5.7% | -6.0% | -3.3% |
| 30D | -12.2% | +1.4% | -13.6% | -12.9% |
| 3M | -49.5% | -12.1% | -37.4% | -46.1% |
| 6M | -7.1% | +28.6% | -35.7% | -11.6% |
| YTD | -7.0% | +51.1% | -58.1% | -22.7% |
| 1Y | +13.3% | +55.9% | -42.5% | -5.7% |
| All | +13.3% | +59.1% | -45.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling