+1,030.0%
RMBS vs BWA
+1,668.4%
-638.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | 0.0% |
| 7D | -0.3% | +5.7% | -6.0% | -3.1% |
| 30D | -12.2% | +1.4% | -13.6% | -12.8% |
| 3M | -49.5% | -12.1% | -37.4% | -45.9% |
| 6M | -7.1% | +28.6% | -35.7% | -16.8% |
| YTD | -7.0% | +51.1% | -58.1% | -25.2% |
| 1Y | +13.3% | +55.9% | -42.5% | -10.4% |
| 3Y | +49.2% | +70.1% | -20.9% | +11.2% |
| 5Y | +250.0% | +90.7% | +159.3% | +140.6% |
| 10Y | +495.1% | +154.0% | +341.2% | +220.9% |
| All | +1,030.0% | +1,668.4% | -638.4% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling