+313.2%
WMB vs RMBS
+557.5%
-244.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | 0.0% | +3.5% | -3.5% | -0.5% |
| 30D | +4.6% | -8.6% | +13.2% | +5.9% |
| 3M | +5.7% | -40.3% | +46.1% | +13.4% |
| 6M | +4.2% | -1.0% | +5.2% | -0.3% |
| YTD | +26.8% | -4.6% | +31.5% | +20.3% |
| 1Y | +34.7% | +17.6% | +17.1% | +19.8% |
| 3Y | +146.8% | +58.6% | +88.2% | +89.7% |
| 5Y | +285.0% | +270.9% | +14.1% | +109.9% |
| 10Y | +313.2% | +569.1% | -255.9% | +64.7% |
| All | +313.2% | +557.5% | -244.4% | +64.7% |
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 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