+546.6%
RMBS vs BWA
+153.1%
+393.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.5% | -5.5% | -6.0% | -9.0% |
| 3M | -38.2% | -7.6% | -30.6% | -35.6% |
| 6M | -4.8% | +25.0% | -29.7% | -13.1% |
| YTD | -7.1% | +47.0% | -54.1% | -23.9% |
| 1Y | +10.7% | +54.0% | -43.3% | -11.5% |
| 3Y | +54.5% | +70.7% | -16.2% | +14.6% |
| 5Y | +261.7% | +86.7% | +175.0% | +150.8% |
| All | +546.6% | +153.1% | +393.5% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling