+3,012.0%
RIO vs WAB
+4,316.0%
-1,304.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -0.9% | +5.1% | -6.0% | -2.9% |
| 30D | -9.1% | +4.0% | -13.1% | -10.7% |
| 3M | -13.7% | +0.1% | -13.8% | -13.9% |
| 6M | -24.3% | +12.8% | -37.1% | -28.5% |
| YTD | +8.9% | +40.1% | -31.2% | -5.9% |
| 1Y | +22.7% | +46.4% | -23.7% | +4.1% |
| 3Y | +51.2% | +167.4% | -116.2% | -1.5% |
| 5Y | +88.1% | +215.0% | -126.9% | +13.0% |
| 10Y | +352.3% | +269.2% | +83.1% | +133.5% |
| All | +3,012.0% | +4,316.0% | -1,304.0% | +721.2% |
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 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