+280.9%
WMB vs RMBS
+579.1%
-298.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.3% |
| 7D | +1.6% | +3.0% | -1.4% | +0.9% |
| 30D | -7.1% | -15.5% | +8.4% | -5.0% |
| 3M | -4.0% | -11.5% | +7.5% | -3.0% |
| 6M | -5.7% | -36.5% | +30.8% | -1.4% |
| YTD | +17.2% | -7.1% | +24.3% | +10.7% |
| 1Y | +17.2% | -18.7% | +35.8% | +13.1% |
| 3Y | +121.1% | +36.2% | +84.9% | +76.7% |
| 5Y | +197.2% | +252.0% | -54.8% | +62.4% |
| 10Y | +280.9% | +561.2% | -280.3% | +46.4% |
| All | +280.9% | +579.1% | -298.2% | +46.4% |
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