+652.4%
RMBS vs WTW
+1,094.8%
-442.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.2% |
| 7D | +3.5% | -7.1% | +10.6% | +6.2% |
| 30D | -8.6% | -8.5% | -0.1% | -5.8% |
| 3M | -40.3% | +20.6% | -60.9% | -45.3% |
| 6M | -1.0% | +7.2% | -8.2% | -6.4% |
| YTD | -4.6% | -3.9% | -0.8% | -6.7% |
| 1Y | +17.6% | -3.6% | +21.2% | +14.4% |
| 3Y | +58.6% | +60.7% | -2.0% | +19.0% |
| 5Y | +270.9% | +42.2% | +228.8% | +191.6% |
| 10Y | +569.1% | +195.5% | +373.6% | +265.7% |
| All | +652.4% | +1,094.8% | -442.5% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling