+271.4%
RMBS vs WAB
+220.4%
+51.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +2.1% |
| 7D | +3.5% | +0.2% | +3.2% | +3.2% |
| 30D | -8.6% | -4.6% | -4.0% | -4.8% |
| 3M | -40.3% | +5.6% | -45.9% | -43.8% |
| 6M | -1.0% | +13.8% | -14.8% | -12.0% |
| YTD | -4.6% | +31.9% | -36.5% | -25.5% |
| 1Y | +17.6% | +48.3% | -30.7% | -16.1% |
| 3Y | +58.6% | +167.1% | -108.5% | -23.8% |
| All | +271.4% | +220.4% | +51.0% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling