+302.9%
WM vs RMBS
+543.2%
-240.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.7% |
| 7D | -0.9% | +3.0% | -3.9% | -1.1% |
| 30D | -4.3% | -14.4% | +10.1% | -3.5% |
| 3M | +0.8% | -42.8% | +43.6% | +4.0% |
| 6M | -10.8% | -1.4% | -9.4% | -13.0% |
| YTD | -0.1% | -5.4% | +5.4% | -2.8% |
| 1Y | +1.0% | +18.6% | -17.6% | -5.0% |
| 3Y | +45.1% | +57.3% | -12.2% | +26.1% |
| 5Y | +52.1% | +265.7% | -213.6% | +9.4% |
| 10Y | +302.9% | +546.0% | -243.1% | +140.8% |
| All | +302.9% | +543.2% | -240.2% | +140.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling