+6,118.4%
RIO vs WSM
+27,058.9%
-20,940.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +1.9% | +2.6% | -0.6% | +1.5% |
| 30D | +5.0% | -9.5% | +14.5% | +6.9% |
| 3M | +5.1% | +12.9% | -7.8% | +2.6% |
| 6M | +17.6% | +23.0% | -5.4% | +12.9% |
| YTD | +36.3% | +28.9% | +7.4% | +29.5% |
| 1Y | +71.2% | +13.7% | +57.5% | +66.1% |
| 3Y | +102.7% | +232.6% | -129.9% | +55.4% |
| 5Y | +99.6% | +185.9% | -86.3% | +52.1% |
| 10Y | +603.1% | +998.6% | -395.5% | +291.5% |
| All | +6,118.4% | +27,058.9% | -20,940.5% | +2,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling