+558.9%
RMBS vs WAB
+296.8%
+262.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -13.9% | -4.1% | -9.8% | -11.8% |
| 3M | -39.8% | +8.2% | -48.0% | -42.7% |
| 6M | -6.0% | +15.4% | -21.4% | -13.1% |
| YTD | -5.4% | +33.1% | -38.5% | -19.1% |
| 1Y | -1.8% | +48.1% | -49.9% | -20.2% |
| 3Y | +53.7% | +167.7% | -114.1% | -4.1% |
| 5Y | +268.5% | +225.7% | +42.8% | +110.1% |
| All | +558.9% | +296.8% | +262.1% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling