+67.9%
RIO vs WAB
+49.7%
+18.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 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% | -6.1% |
| 6M | +10.9% | +15.4% | -4.5% | +2.0% |
| YTD | +31.2% | +33.1% | -1.9% | +14.6% |
| 1Y | +67.9% | +48.1% | +19.9% | +41.6% |
| All | +67.9% | +49.7% | +18.3% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling