+240.5%
RMBS vs WAB
+214.2%
+26.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.4% |
| 7D | +10.3% | +5.1% | +5.3% | +5.5% |
| 30D | -10.7% | +4.0% | -14.7% | -13.0% |
| 3M | -17.2% | +0.1% | -17.3% | -16.4% |
| 6M | -39.0% | +12.8% | -51.8% | -45.2% |
| YTD | -10.5% | +40.1% | -50.6% | -33.5% |
| 1Y | -11.0% | +46.4% | -57.3% | -36.4% |
| 3Y | +31.3% | +167.4% | -136.0% | -38.4% |
| All | +240.5% | +214.2% | +26.3% | +37.6% |
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 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