+25.1%
RIO vs WST
+47.8%
-22.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | +2.2% | -3.1% | +5.4% | +2.6% |
| 30D | -10.1% | +9.1% | -19.2% | -11.0% |
| 3M | -14.1% | +14.7% | -28.8% | -15.4% |
| 6M | -18.9% | +28.0% | -46.9% | -21.3% |
| YTD | +9.9% | +45.6% | -35.7% | +4.4% |
| All | +25.1% | +47.8% | -22.7% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling