+3,354.0%
RIO vs WWD
+14,675.7%
-11,321.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | +4.0% | -4.9% | -2.4% |
| 30D | -9.1% | +0.4% | -9.5% | -9.6% |
| 3M | -13.7% | -7.9% | -5.8% | -11.5% |
| 6M | -24.3% | -10.6% | -13.7% | -22.1% |
| YTD | +8.9% | +9.4% | -0.5% | +3.0% |
| 1Y | +22.7% | +25.7% | -3.1% | +9.4% |
| 3Y | +51.2% | +148.5% | -97.4% | 0.0% |
| 5Y | +88.1% | +189.5% | -101.4% | +13.9% |
| 10Y | +352.3% | +451.8% | -99.4% | +93.4% |
| All | +3,354.0% | +14,675.7% | -11,321.7% | +825.5% |
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 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