+5.3%
WMT vs RMBS
+11.7%
-6.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.4% |
| 7D | 0.0% | +1.8% | -1.8% | +0.1% |
| 30D | -7.4% | -13.9% | +6.5% | -8.0% |
| 3M | -10.9% | -39.8% | +28.9% | -12.2% |
| 6M | -12.7% | -6.0% | -6.7% | -12.8% |
| YTD | -3.2% | -5.4% | +2.1% | -3.5% |
| 1Y | +5.3% | -1.8% | +7.1% | +5.2% |
| All | +5.3% | +11.7% | -6.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling