-1.8%
RMBS vs BWA
+55.6%
-57.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | +1.8% | -1.3% | +3.1% | +2.4% |
| 30D | -13.9% | -2.9% | -11.0% | -12.6% |
| 3M | -39.8% | -10.7% | -29.1% | -36.4% |
| 6M | -6.0% | +26.5% | -32.5% | -9.5% |
| YTD | -5.4% | +49.1% | -54.5% | -19.2% |
| 1Y | -1.8% | +52.1% | -53.9% | -15.1% |
| All | -1.8% | +55.6% | -57.4% | -15.1% |
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