+875.2%
RMBS vs NWSA
+123.2%
+752.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.5% |
| 7D | +3.0% | -2.6% | +5.6% | +4.2% |
| 30D | -14.4% | +4.6% | -19.0% | -16.3% |
| 3M | -42.8% | +10.2% | -53.0% | -46.4% |
| 6M | -1.4% | +21.6% | -23.0% | -12.4% |
| YTD | -5.4% | +14.6% | -20.1% | -13.6% |
| 1Y | +18.6% | +0.4% | +18.2% | +15.7% |
| 3Y | +57.3% | +45.0% | +12.3% | +31.5% |
| 5Y | +265.7% | +41.3% | +224.4% | +202.2% |
| 10Y | +546.0% | +142.8% | +403.2% | +293.1% |
| All | +875.2% | +123.2% | +752.0% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling