+987.3%
RMBS vs WAB
+4,047.8%
-3,060.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +10.3% | +5.1% | +5.3% | +8.0% |
| 30D | -10.7% | +4.0% | -14.7% | -11.7% |
| 3M | -17.2% | +0.1% | -17.3% | -16.6% |
| 6M | -39.0% | +12.8% | -51.8% | -41.9% |
| YTD | -10.5% | +40.1% | -50.6% | -22.1% |
| 1Y | -11.0% | +46.4% | -57.3% | -24.0% |
| 3Y | +31.3% | +167.4% | -136.0% | -11.1% |
| 5Y | +242.8% | +215.0% | +27.7% | +116.1% |
| 10Y | +536.9% | +269.2% | +267.8% | +246.1% |
| All | +987.3% | +4,047.8% | -3,060.5% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling