+91.5%
RIO vs WTW
+42.0%
+49.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.2% | -5.7% | +2.5% | -2.4% |
| 30D | +0.9% | -7.3% | +8.2% | +2.0% |
| 3M | -1.4% | +21.5% | -22.9% | -4.4% |
| 6M | +10.9% | +9.6% | +1.3% | +9.2% |
| YTD | +31.2% | -3.3% | +34.5% | +32.4% |
| 1Y | +67.9% | -6.1% | +74.1% | +70.5% |
| 3Y | +88.8% | +61.8% | +27.0% | +59.1% |
| All | +91.5% | +42.0% | +49.5% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling