+3,438.1%
RIO vs WWD
+15,065.0%
-11,626.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +0.5% | +3.7% | -3.2% | -1.0% |
| 30D | -9.9% | +1.8% | -11.7% | -10.8% |
| 3M | -14.0% | -5.0% | -9.0% | -12.9% |
| 6M | -19.5% | -8.4% | -11.1% | -17.9% |
| YTD | +11.5% | +12.3% | -0.7% | +4.5% |
| 1Y | +26.9% | +26.2% | +0.7% | +13.0% |
| 3Y | +55.1% | +154.6% | -99.4% | +1.7% |
| 5Y | +90.7% | +195.3% | -104.6% | +14.6% |
| 10Y | +363.3% | +466.3% | -102.9% | +96.1% |
| All | +3,438.1% | +15,065.0% | -11,626.8% | +838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling