+103.5%
RIO vs WWD
+191.3%
-87.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.0% | +0.6% | +0.3% | +0.8% |
| 30D | +4.0% | -5.1% | +9.1% | +5.3% |
| 3M | +4.5% | -11.2% | +15.8% | +7.2% |
| 6M | +17.3% | -12.0% | +29.4% | +20.2% |
| YTD | +36.2% | +12.0% | +24.2% | +30.8% |
| 1Y | +76.1% | +42.8% | +33.3% | +57.8% |
| 3Y | +102.5% | +168.9% | -66.4% | +46.4% |
| 5Y | +103.5% | +192.2% | -88.7% | +38.5% |
| All | +103.5% | +191.3% | -87.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling