+266.8%
RMBS vs WTW
+42.0%
+224.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.8% | -5.7% | +7.5% | +1.7% |
| 30D | -13.9% | -7.3% | -6.6% | -13.9% |
| 3M | -39.8% | +21.5% | -61.3% | -40.1% |
| 6M | -6.0% | +9.6% | -15.6% | -5.5% |
| YTD | -5.4% | -3.3% | -2.1% | -3.2% |
| 1Y | -1.8% | -6.1% | +4.3% | +0.9% |
| 3Y | +53.7% | +61.8% | -8.2% | +25.8% |
| All | +266.8% | +42.0% | +224.8% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling