+6,084.9%
RIO vs WST
+13,447.5%
-7,362.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | 0.0% | +0.7% | -0.8% | -0.2% |
| 30D | +4.0% | -3.1% | +7.1% | +4.9% |
| 3M | +0.1% | +7.2% | -7.1% | -2.1% |
| 6M | +12.7% | +36.8% | -24.1% | +1.9% |
| YTD | +35.6% | +23.8% | +11.7% | +25.9% |
| 1Y | +73.7% | +37.8% | +35.9% | +55.4% |
| 3Y | +93.3% | -15.9% | +109.2% | +84.9% |
| 5Y | +92.4% | -25.8% | +118.3% | +84.9% |
| 10Y | +606.9% | +319.6% | +287.3% | +243.1% |
| All | +6,084.9% | +13,447.5% | -7,362.6% | +1,361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling