+366.6%
RIO vs WST
+448.5%
-81.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | +2.2% | -3.1% | +5.4% | +2.8% |
| 30D | -10.1% | +9.1% | -19.2% | -11.4% |
| 3M | -14.1% | +14.7% | -28.8% | -16.1% |
| 6M | -18.9% | +28.0% | -46.9% | -22.4% |
| YTD | +9.9% | +45.6% | -35.7% | +2.5% |
| 1Y | +27.0% | +45.7% | -18.7% | +18.3% |
| 3Y | +50.1% | +21.1% | +29.0% | +36.9% |
| 5Y | +95.3% | +0.3% | +94.9% | +80.9% |
| All | +366.6% | +448.5% | -81.9% | +196.2% |
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