+1,106.3%
WMB vs RMBS
+1,331.1%
-224.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | +8.1% | +21.9% | -13.9% | +5.4% |
| 30D | -6.9% | -13.4% | +6.6% | -5.5% |
| 3M | -5.1% | -15.9% | +10.8% | -3.7% |
| 6M | -5.7% | -34.8% | +29.1% | -2.6% |
| YTD | +18.1% | -7.5% | +25.6% | +14.4% |
| 1Y | +18.4% | -16.9% | +35.3% | +16.0% |
| 3Y | +122.7% | +35.5% | +87.2% | +96.6% |
| 5Y | +202.0% | +254.2% | -52.1% | +130.4% |
| 10Y | +283.8% | +558.2% | -274.4% | +166.7% |
| All | +1,106.3% | +1,331.1% | -224.8% | +440.4% |
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 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