+50.8%
RMBS vs WAB
+164.6%
-113.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | -11.5% | -5.9% | -5.6% | -5.7% |
| 3M | -38.2% | +9.4% | -47.6% | -44.9% |
| 6M | -4.8% | +13.8% | -18.6% | -18.0% |
| YTD | -7.1% | +31.8% | -38.9% | -32.2% |
| 1Y | +10.7% | +48.5% | -37.8% | -28.1% |
| All | +50.8% | +164.6% | -113.8% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling