-5.7%
WMB vs RMBS
-32.4%
+26.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.8% |
| 7D | +1.6% | +3.0% | -1.4% | +1.3% |
| 30D | -7.1% | -15.5% | +8.4% | -7.2% |
| 3M | -4.0% | -11.5% | +7.5% | -4.3% |
| 6M | -5.7% | -36.5% | +30.8% | -6.6% |
| All | -5.7% | -32.4% | +26.6% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling