+584.5%
RIO vs WAB
+296.8%
+287.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +0.9% | -4.1% | +5.0% | +2.6% |
| 3M | -1.4% | +8.2% | -9.6% | -5.0% |
| 6M | +10.9% | +15.4% | -4.5% | +4.1% |
| YTD | +31.2% | +33.1% | -1.9% | +16.2% |
| 1Y | +67.9% | +48.1% | +19.9% | +42.2% |
| 3Y | +88.8% | +167.7% | -78.9% | +23.5% |
| 5Y | +93.1% | +225.7% | -132.6% | +15.3% |
| All | +584.5% | +296.8% | +287.7% | +223.6% |
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