+281.4%
WMB vs RMBS
+534.0%
-252.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | +7.8% | +10.3% | -2.5% | +6.2% |
| 30D | -5.1% | -10.7% | +5.6% | -3.8% |
| 3M | -4.7% | -17.2% | +12.5% | -2.8% |
| 6M | -7.4% | -39.0% | +31.6% | -2.6% |
| YTD | +17.5% | -10.5% | +28.0% | +11.6% |
| 1Y | +19.5% | -11.0% | +30.5% | +13.2% |
| 3Y | +121.3% | +31.3% | +89.9% | +77.8% |
| 5Y | +200.5% | +242.8% | -42.2% | +64.5% |
| All | +281.4% | +534.0% | -252.6% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling