-20.3%
RIOT vs WAB
+46.5%
-66.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +8.2% |
| 7D | +6.4% | +4.5% | +1.8% | +0.7% |
| 30D | -20.4% | +1.1% | -21.5% | -21.2% |
| 3M | -28.7% | -1.3% | -27.4% | -27.3% |
| 6M | -17.7% | +12.7% | -30.5% | -29.1% |
| YTD | +21.3% | +38.7% | -17.4% | -18.7% |
| 1Y | -20.3% | +44.9% | -65.2% | -50.3% |
| All | -20.3% | +46.5% | -66.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling