+30.8%
RIO vs WSM
+44.0%
-13.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +1.9% |
| 7D | -1.6% | +8.0% | -9.6% | -3.6% |
| 30D | -11.6% | +13.5% | -25.1% | -14.7% |
| 3M | -12.7% | +8.8% | -21.6% | -14.8% |
| 6M | -12.4% | +54.7% | -67.1% | -23.5% |
| YTD | +11.0% | +53.3% | -42.3% | -3.2% |
| 1Y | +30.8% | +41.1% | -10.3% | +16.0% |
| All | +30.8% | +44.0% | -13.1% | +16.0% |
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