+31.3%
RMBS vs BWA
+64.0%
-32.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.3% | +4.3% | +6.1% | +7.5% |
| 30D | -10.7% | -13.0% | +2.3% | -1.8% |
| 3M | -17.2% | -24.8% | +7.6% | -0.5% |
| 6M | -39.0% | -23.5% | -15.5% | -26.6% |
| YTD | -10.5% | +13.8% | -24.4% | -18.2% |
| 1Y | -11.0% | +13.4% | -24.4% | -18.6% |
| 3Y | +31.3% | +62.8% | -31.4% | -12.3% |
| All | +31.3% | +64.0% | -32.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling