+95.9%
RIO vs WCC
+129.2%
-33.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.0% | +6.8% | -5.8% | -0.5% |
| 30D | +4.0% | -3.0% | +7.0% | +4.6% |
| 3M | +4.5% | +0.2% | +4.3% | +4.0% |
| 6M | +17.3% | +33.2% | -15.8% | +9.8% |
| YTD | +36.2% | +45.8% | -9.6% | +25.0% |
| 1Y | +76.1% | +68.4% | +7.8% | +56.9% |
| All | +95.9% | +129.2% | -33.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling