+1,030.0%
RMBS vs WAB
+3,837.6%
-2,807.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -0.3% | -3.2% | +2.9% | +1.1% |
| 30D | -12.2% | -4.4% | -7.7% | -10.4% |
| 3M | -49.5% | +7.9% | -57.4% | -51.3% |
| 6M | -7.1% | +8.7% | -15.9% | -10.2% |
| YTD | -7.0% | +33.0% | -40.0% | -17.7% |
| 1Y | +13.3% | +46.7% | -33.3% | -3.3% |
| 3Y | +49.2% | +153.0% | -103.7% | +2.6% |
| 5Y | +250.0% | +222.3% | +27.7% | +117.2% |
| 10Y | +495.1% | +291.0% | +204.1% | +213.5% |
| All | +1,030.0% | +3,837.6% | -2,807.6% | +141.1% |
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