+345.8%
RIO vs WAB
+266.7%
+79.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -0.9% | +5.1% | -6.0% | -2.9% |
| 30D | -9.1% | +4.0% | -13.1% | -10.6% |
| 3M | -13.7% | +0.1% | -13.8% | -13.9% |
| 6M | -24.3% | +12.8% | -37.1% | -28.4% |
| YTD | +8.9% | +40.1% | -31.2% | -5.6% |
| 1Y | +22.7% | +46.4% | -23.7% | +4.4% |
| 3Y | +51.2% | +167.4% | -116.2% | -1.0% |
| 5Y | +88.1% | +215.0% | -126.9% | +13.8% |
| All | +345.8% | +266.7% | +79.2% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling