+3,774.3%
RIO vs WAB
+4,092.2%
-317.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +1.3% |
| 30D | +4.0% | -4.4% | +8.4% | +5.8% |
| 3M | +0.1% | +7.9% | -7.7% | -3.4% |
| 6M | +12.7% | +8.7% | +4.0% | +8.3% |
| YTD | +35.6% | +33.0% | +2.6% | +19.9% |
| 1Y | +73.7% | +46.7% | +27.0% | +47.3% |
| 3Y | +93.3% | +153.0% | -59.7% | +28.9% |
| 5Y | +92.4% | +222.3% | -129.8% | +14.7% |
| 10Y | +606.9% | +291.0% | +316.0% | +256.7% |
| All | +3,774.3% | +4,092.2% | -317.9% | +946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling