+1,030.0%
RMBS vs WAT
+5,247.0%
-4,217.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -0.3% | -1.3% | +0.9% | +0.2% |
| 30D | -12.2% | +2.3% | -14.5% | -13.1% |
| 3M | -49.5% | +8.7% | -58.3% | -51.4% |
| 6M | -7.1% | +28.3% | -35.5% | -17.5% |
| YTD | -7.0% | +7.8% | -14.8% | -11.5% |
| 1Y | +13.3% | +36.6% | -23.3% | -3.0% |
| 3Y | +49.2% | +45.7% | +3.6% | +20.8% |
| 5Y | +250.0% | -3.3% | +253.3% | +231.4% |
| 10Y | +495.1% | +162.1% | +333.0% | +255.5% |
| All | +1,030.0% | +5,247.0% | -4,217.0% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling