+285.3%
WMB vs RMBS
+260.2%
+25.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.1% |
| 7D | +0.8% | +3.0% | -2.2% | +0.6% |
| 30D | +7.7% | -14.4% | +22.1% | +8.9% |
| 3M | +6.7% | -42.8% | +49.6% | +10.8% |
| 6M | +3.6% | -1.4% | +5.0% | +1.3% |
| YTD | +28.0% | -5.4% | +33.4% | +24.5% |
| 1Y | +37.6% | +18.6% | +19.0% | +29.0% |
| 3Y | +149.0% | +57.3% | +91.8% | +117.7% |
| 5Y | +285.3% | +265.7% | +19.6% | +187.6% |
| All | +285.3% | +260.2% | +25.1% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling