+87.7%
RIO vs WSM
+226.4%
-138.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +0.6% | -10.7% | +11.3% | +2.5% |
| 3M | +2.5% | +8.5% | -5.9% | +1.0% |
| 6M | +10.8% | +19.6% | -8.8% | +7.2% |
| YTD | +30.5% | +26.6% | +3.9% | +25.1% |
| 1Y | +68.1% | +12.0% | +56.2% | +63.7% |
| All | +87.7% | +226.4% | -138.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling