+88.9%
RIO vs WAB
+216.9%
-128.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | +0.1% | +7.9% | -7.8% | -3.1% |
| 30D | -10.5% | +4.9% | -15.4% | -12.5% |
| 3M | -15.9% | +1.8% | -17.7% | -16.8% |
| 6M | -22.3% | +12.0% | -34.2% | -26.7% |
| YTD | +9.3% | +41.3% | -32.0% | -6.9% |
| 1Y | +23.0% | +43.8% | -20.8% | +3.9% |
| 3Y | +52.1% | +171.1% | -119.0% | -7.6% |
| 5Y | +88.9% | +217.7% | -128.9% | +5.2% |
| All | +88.9% | +216.9% | -128.1% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling