-17.4%
RMBS vs WAB
+46.5%
-63.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -7.1% |
| 7D | -8.9% | +4.5% | -13.5% | -12.9% |
| 30D | -24.8% | +1.1% | -25.9% | -25.6% |
| 3M | -17.6% | -1.3% | -16.3% | -16.6% |
| 6M | -25.7% | +12.7% | -38.4% | -35.3% |
| YTD | -9.8% | +38.7% | -48.5% | -41.2% |
| 1Y | -17.4% | +44.9% | -62.3% | -49.6% |
| All | -17.4% | +46.5% | -63.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling