+824.5%
RIOT vs WCN
+309.3%
+515.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | +25.1% | -0.4% | +25.6% | +25.5% |
| 30D | +8.5% | -2.1% | +10.6% | +9.7% |
| 3M | -13.4% | +6.4% | -19.7% | -18.6% |
| 6M | +57.1% | -3.7% | +60.8% | +55.4% |
| YTD | +75.7% | -6.4% | +82.0% | +76.1% |
| 1Y | +65.6% | -7.9% | +73.6% | +65.9% |
| 3Y | +103.3% | +20.8% | +82.5% | +59.1% |
| 5Y | -26.7% | +29.0% | -55.7% | -45.5% |
| 10Y | +527.2% | +236.4% | +290.8% | +192.3% |
| All | +824.5% | +309.3% | +515.2% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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