+3.6%
WBD vs RMBS
+265.4%
-261.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | +1.4% | -13.9% | +15.3% | +4.5% |
| 3M | +4.4% | -39.8% | +44.2% | +15.0% |
| 6M | +0.8% | -6.0% | +6.8% | -4.3% |
| YTD | -2.7% | -5.4% | +2.6% | -10.0% |
| 1Y | +73.4% | -1.8% | +75.2% | +54.5% |
| 3Y | +142.1% | +53.7% | +88.5% | +75.2% |
| All | +3.6% | +265.4% | -261.8% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling