-26.7%
RIOT vs WAB
+221.8%
-248.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +5.7% | -4.1% | +9.7% | +11.6% |
| 3M | -17.9% | +8.2% | -26.0% | -26.3% |
| 6M | +45.0% | +15.4% | +29.6% | +20.4% |
| YTD | +69.5% | +33.1% | +36.3% | +16.4% |
| 1Y | +37.2% | +48.1% | -10.9% | -18.2% |
| 3Y | +111.7% | +167.7% | -56.0% | -41.9% |
| All | -26.7% | +221.8% | -248.5% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling