+103.5%
RIO vs WAT
-4.9%
+108.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.0% | -1.8% | +2.8% | +1.3% |
| 30D | +4.0% | -1.7% | +5.7% | +4.4% |
| 3M | +4.5% | +9.1% | -4.5% | +2.5% |
| 6M | +17.3% | +32.4% | -15.1% | +9.9% |
| YTD | +36.2% | +6.6% | +29.6% | +33.0% |
| 1Y | +76.1% | +34.7% | +41.4% | +62.3% |
| 3Y | +102.5% | +53.6% | +48.9% | +75.8% |
| 5Y | +103.5% | -4.1% | +107.6% | +90.5% |
| All | +103.5% | -4.9% | +108.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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