+34.7%
WMB vs RMBS
+19.9%
+14.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | 0.0% | +3.5% | -3.5% | 0.0% |
| 30D | +4.6% | -8.6% | +13.2% | +4.6% |
| 3M | +5.7% | -40.3% | +46.1% | +5.8% |
| 6M | +4.2% | -1.0% | +5.2% | +3.6% |
| YTD | +26.8% | -4.6% | +31.5% | +25.3% |
| 1Y | +34.7% | +17.6% | +17.1% | +33.4% |
| All | +34.7% | +19.9% | +14.8% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling