+546.6%
RMBS vs WAT
+166.5%
+380.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | +1.2% | -2.9% | +4.1% | +2.6% |
| 30D | -11.5% | -3.2% | -8.3% | -10.2% |
| 3M | -38.2% | +10.6% | -48.8% | -41.2% |
| 6M | -4.8% | +34.0% | -38.8% | -17.9% |
| YTD | -7.1% | +5.7% | -12.9% | -11.3% |
| 1Y | +10.7% | +37.1% | -26.4% | -6.9% |
| 3Y | +54.5% | +52.4% | +2.1% | +19.3% |
| 5Y | +261.7% | -4.4% | +266.1% | +240.5% |
| All | +546.6% | +166.5% | +380.1% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling