+90.3%
RIO vs WAT
+28.6%
+61.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -9.1% | +5.4% | -14.5% | -10.2% |
| 3M | -13.7% | +11.3% | -25.0% | -15.7% |
| 6M | -24.3% | +37.4% | -61.8% | -29.5% |
| YTD | +8.9% | +21.2% | -12.3% | +3.3% |
| 1Y | +22.7% | +21.3% | +1.3% | +16.3% |
| 3Y | +51.2% | +83.4% | -32.2% | +25.8% |
| All | +90.3% | +28.6% | +61.7% | +67.6% |
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