+20.0%
WM vs RMBS
-27.4%
+47.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | +0.8% |
| 7D | -0.5% | -3.9% | +3.4% | -0.6% |
| 30D | +13.3% | -24.9% | +38.2% | +11.3% |
| 3M | +4.4% | -20.5% | +24.9% | +3.3% |
| 6M | +10.8% | -37.5% | +48.4% | +8.8% |
| YTD | +9.1% | -12.1% | +21.2% | +9.3% |
| All | +20.0% | -27.4% | +47.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling