+1,178.9%
WMB vs RMBS
+1,339.3%
-160.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +3.3% | -12.2% | +15.4% | +4.7% |
| 3M | +3.1% | -49.5% | +52.7% | +10.9% |
| 6M | -0.7% | -7.1% | +6.4% | -2.4% |
| YTD | +25.2% | -7.0% | +32.2% | +21.9% |
| 1Y | +32.9% | +13.3% | +19.5% | +24.8% |
| 3Y | +140.6% | +49.2% | +91.3% | +110.1% |
| 5Y | +273.5% | +250.0% | +23.5% | +186.9% |
| 10Y | +334.2% | +495.1% | -160.9% | +206.6% |
| All | +1,178.9% | +1,339.3% | -160.5% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling