+558.9%
RMBS vs NWSA
+149.4%
+409.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.8% | -2.8% | +4.6% | +3.2% |
| 30D | -13.9% | +3.0% | -16.9% | -15.4% |
| 3M | -39.8% | +12.3% | -52.1% | -44.4% |
| 6M | -6.0% | +21.9% | -27.9% | -17.4% |
| YTD | -5.4% | +13.6% | -18.9% | -13.7% |
| 1Y | -1.8% | +0.5% | -2.3% | -4.5% |
| 3Y | +53.7% | +43.8% | +9.9% | +27.0% |
| 5Y | +268.5% | +41.2% | +227.3% | +199.5% |
| All | +558.9% | +149.4% | +409.5% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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