+580.6%
RIO vs WWD
+490.2%
+90.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | -3.4% | -2.9% | -0.5% | -2.4% |
| 30D | +0.6% | -6.6% | +7.2% | +2.7% |
| 3M | +2.5% | -9.3% | +11.9% | +5.2% |
| 6M | +10.8% | -13.6% | +24.4% | +15.1% |
| YTD | +30.5% | +10.4% | +20.1% | +24.2% |
| 1Y | +68.1% | +39.9% | +28.3% | +46.3% |
| 3Y | +94.0% | +165.0% | -71.0% | +29.5% |
| 5Y | +92.0% | +183.8% | -91.8% | +21.4% |
| All | +580.6% | +490.2% | +90.4% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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