+116.4%
WMB vs RMBS
+34.6%
+81.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.9% | -8.4% | +1.5% | -6.5% |
| 30D | -7.2% | -24.9% | +17.7% | -5.8% |
| 3M | -5.4% | -15.8% | +10.4% | -4.8% |
| 6M | -4.9% | -37.5% | +32.6% | -3.1% |
| YTD | +14.7% | -12.1% | +26.8% | +11.9% |
| 1Y | +14.7% | -27.0% | +41.7% | +13.8% |
| 3Y | +116.4% | +28.8% | +87.5% | +93.9% |
| All | +116.4% | +34.6% | +81.8% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling