+347.6%
RIO vs WST
+449.7%
-102.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +0.1% | +4.9% | -4.7% | -0.6% |
| 30D | -10.5% | +10.7% | -21.2% | -12.0% |
| 3M | -15.9% | +16.8% | -32.7% | -18.1% |
| 6M | -22.3% | +32.0% | -54.2% | -26.0% |
| YTD | +9.3% | +49.9% | -40.6% | +1.5% |
| 1Y | +23.0% | +50.6% | -27.6% | +14.0% |
| 3Y | +52.1% | +21.4% | +30.6% | +39.1% |
| 5Y | +88.9% | -0.6% | +89.4% | +75.9% |
| All | +347.6% | +449.7% | -102.1% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling