+11.4%
WBD vs RMBS
+566.4%
-555.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +1.4% | -13.9% | +15.3% | +4.9% |
| 3M | +4.4% | -39.8% | +44.2% | +16.3% |
| 6M | +0.8% | -6.0% | +6.8% | -4.4% |
| YTD | -2.7% | -5.4% | +2.6% | -10.2% |
| 1Y | +73.4% | -1.8% | +75.2% | +54.3% |
| 3Y | +142.1% | +53.7% | +88.5% | +74.0% |
| 5Y | +7.2% | +268.5% | -261.3% | -45.9% |
| All | +11.4% | +566.4% | -555.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling