+117.7%
RIOT vs WAB
+164.8%
-47.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | +0.9% |
| 7D | +18.4% | +0.2% | +18.2% | +18.2% |
| 30D | +13.8% | -4.6% | +18.3% | +20.6% |
| 3M | -12.7% | +5.6% | -18.4% | -18.6% |
| 6M | +50.1% | +13.8% | +36.3% | +28.3% |
| YTD | +74.2% | +31.9% | +42.3% | +23.9% |
| 1Y | +45.1% | +48.3% | -3.2% | -10.9% |
| All | +117.7% | +164.8% | -47.2% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling