+619.2%
RIO vs WST
+325.7%
+293.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +1.0% | -1.7% | +2.6% | +1.2% |
| 30D | +4.0% | -4.3% | +8.3% | +4.8% |
| 3M | +4.5% | +0.7% | +3.8% | +4.3% |
| 6M | +17.3% | +36.0% | -18.7% | +10.9% |
| YTD | +36.2% | +22.7% | +13.4% | +30.8% |
| 1Y | +76.1% | +34.1% | +42.0% | +66.1% |
| 3Y | +102.5% | -13.6% | +116.1% | +98.3% |
| 5Y | +103.5% | -26.0% | +129.5% | +100.6% |
| 10Y | +619.2% | +335.8% | +283.4% | +350.0% |
| All | +619.2% | +325.7% | +293.5% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling