+13.7%
RMBS vs WAT
+35.9%
-22.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | -8.6% | -1.7% | -6.9% | -8.0% |
| 3M | -40.3% | +9.1% | -49.4% | -42.2% |
| 6M | -1.0% | +32.4% | -33.4% | -12.2% |
| YTD | -4.6% | +6.6% | -11.2% | -9.2% |
| All | +13.7% | +35.9% | -22.3% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling