+3,389.3%
RIO vs WCN
+6,767.3%
-3,378.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | +5.0% | -2.1% | +7.1% | +5.6% |
| 3M | +5.1% | +6.4% | -1.2% | +2.7% |
| 6M | +17.6% | -3.7% | +21.3% | +17.9% |
| YTD | +36.3% | -6.4% | +42.6% | +37.5% |
| 1Y | +71.2% | -7.9% | +79.1% | +73.3% |
| 3Y | +102.7% | +20.8% | +81.9% | +87.0% |
| 5Y | +99.6% | +29.0% | +70.6% | +78.9% |
| 10Y | +603.1% | +236.4% | +366.8% | +369.8% |
| All | +3,389.3% | +6,767.3% | -3,378.1% | +1,290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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