+3,273.5%
WMT vs RMBS
+1,376.2%
+1,897.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.2% | +3.5% | -3.7% | -0.4% |
| 30D | -5.8% | -8.6% | +2.8% | -5.5% |
| 3M | -10.8% | -40.3% | +29.5% | -8.7% |
| 6M | -14.3% | -1.0% | -13.4% | -15.3% |
| YTD | -4.4% | -4.6% | +0.2% | -5.7% |
| 1Y | +4.3% | +17.6% | -13.2% | +1.3% |
| 3Y | +100.1% | +58.6% | +41.4% | +87.6% |
| 5Y | +130.8% | +270.9% | -140.1% | +104.5% |
| 10Y | +433.7% | +569.1% | -135.4% | +351.8% |
| All | +3,273.5% | +1,376.2% | +1,897.3% | +1,791.9% |
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