+271.4%
RMBS vs NWSA
+40.1%
+231.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +3.5% | -3.1% | +6.5% | +5.1% |
| 30D | -8.6% | +4.3% | -12.9% | -10.9% |
| 3M | -40.3% | +9.2% | -49.5% | -44.4% |
| 6M | -1.0% | +21.6% | -22.6% | -14.7% |
| YTD | -4.6% | +14.2% | -18.8% | -14.4% |
| 1Y | +17.6% | +1.8% | +15.8% | +14.0% |
| 3Y | +58.6% | +44.4% | +14.2% | +28.1% |
| All | +271.4% | +40.1% | +231.3% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling