+20.2%
WM vs RMBS
-22.1%
+42.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +1.7% |
| 7D | +0.8% | +3.0% | -2.2% | +1.2% |
| 30D | +13.8% | -15.5% | +29.3% | +12.8% |
| 3M | +6.4% | -11.5% | +17.9% | +6.1% |
| 6M | +13.2% | -36.5% | +49.8% | +11.6% |
| YTD | +10.8% | -7.1% | +17.9% | +11.3% |
| 1Y | +20.2% | -18.7% | +38.8% | +19.7% |
| All | +20.2% | -22.1% | +42.2% | +19.7% |
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