+73.7%
RIO vs WSM
+19.9%
+53.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | 0.0% | -3.3% | +3.2% | +0.9% |
| 30D | +4.0% | -8.4% | +12.4% | +6.5% |
| 3M | +0.1% | +9.7% | -9.5% | -2.9% |
| 6M | +12.7% | +16.7% | -4.0% | +6.4% |
| YTD | +35.6% | +28.7% | +6.9% | +24.8% |
| 1Y | +73.7% | +13.7% | +60.0% | +59.3% |
| All | +73.7% | +19.9% | +53.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling