+261.7%
RMBS vs BWA
+86.5%
+175.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -38.2% | -7.6% | -30.6% | -35.3% |
| 6M | -4.8% | +25.0% | -29.7% | -13.7% |
| YTD | -7.1% | +47.0% | -54.1% | -25.9% |
| 1Y | +10.7% | +54.0% | -43.3% | -14.1% |
| 3Y | +54.5% | +70.7% | -16.2% | +8.0% |
| 5Y | +261.7% | +86.7% | +175.0% | +129.0% |
| All | +261.7% | +86.5% | +175.2% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling