+48.9%
WM vs RMBS
+36.5%
+12.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.6% |
| 7D | +1.2% | +21.9% | -20.8% | +1.7% |
| 30D | +15.2% | -13.4% | +28.7% | +15.0% |
| 3M | +8.3% | -15.9% | +24.2% | +8.2% |
| 6M | +13.1% | -34.8% | +47.9% | +12.8% |
| YTD | +12.5% | -7.5% | +20.1% | +11.5% |
| 1Y | +21.8% | -16.9% | +38.6% | +20.8% |
| All | +48.9% | +36.5% | +12.4% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling