+584.5%
RIO vs WCC
+541.6%
+42.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | -0.6% |
| 7D | -3.2% | +1.5% | -4.7% | -3.7% |
| 30D | +0.9% | -2.1% | +3.1% | +1.4% |
| 3M | -1.4% | +3.8% | -5.3% | -3.3% |
| 6M | +10.9% | +35.0% | -24.0% | +0.2% |
| YTD | +31.2% | +46.4% | -15.1% | +15.3% |
| 1Y | +67.9% | +63.0% | +4.9% | +41.9% |
| 3Y | +88.8% | +133.9% | -45.1% | +33.6% |
| 5Y | +93.1% | +226.5% | -133.4% | +14.2% |
| All | +584.5% | +541.6% | +42.9% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling