+1,071.9%
WMB vs RMBS
+1,260.2%
-188.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.9% | -8.4% | +1.5% | -6.0% |
| 30D | -7.2% | -24.9% | +17.7% | -4.2% |
| 3M | -5.4% | -15.8% | +10.4% | -4.1% |
| 6M | -4.9% | -37.5% | +32.6% | -1.2% |
| YTD | +14.7% | -12.1% | +26.8% | +11.9% |
| 1Y | +14.7% | -27.0% | +41.7% | +14.2% |
| 3Y | +116.4% | +28.8% | +87.5% | +92.2% |
| 5Y | +198.5% | +236.2% | -37.7% | +129.3% |
| 10Y | +266.3% | +546.6% | -280.3% | +155.1% |
| All | +1,071.9% | +1,260.2% | -188.2% | +428.3% |
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