+584.5%
RIO vs WTW
+198.0%
+386.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.2% | -5.7% | +2.5% | -1.5% |
| 30D | +0.9% | -7.3% | +8.2% | +3.2% |
| 3M | -1.4% | +21.5% | -22.9% | -7.8% |
| 6M | +10.9% | +9.6% | +1.3% | +6.5% |
| YTD | +31.2% | -3.3% | +34.5% | +30.8% |
| 1Y | +67.9% | -6.1% | +74.1% | +68.8% |
| 3Y | +88.8% | +61.8% | +27.0% | +48.9% |
| 5Y | +93.1% | +42.7% | +50.4% | +57.8% |
| All | +584.5% | +198.0% | +386.5% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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