+1,029.0%
WM vs RMBS
+1,339.3%
-310.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -2.4% | -12.2% | +9.8% | -1.7% |
| 3M | +0.4% | -49.5% | +50.0% | +3.8% |
| 6M | -9.5% | -7.1% | -2.3% | -10.4% |
| YTD | +0.5% | -7.0% | +7.5% | -0.9% |
| 1Y | -1.1% | +13.3% | -14.4% | -4.1% |
| 3Y | +46.0% | +49.2% | -3.2% | +36.4% |
| 5Y | +51.8% | +250.0% | -198.1% | +33.1% |
| 10Y | +307.5% | +495.1% | -187.6% | +241.3% |
| All | +1,029.0% | +1,339.3% | -310.4% | +677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling