+627.6%
RIOT vs WEC
+179.7%
+447.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.7% |
| 7D | +4.8% | +2.3% | +2.5% | +4.9% |
| 30D | +16.0% | +11.1% | +5.0% | +16.5% |
| 3M | -8.8% | +8.4% | -17.2% | -8.5% |
| 6M | -29.7% | +7.5% | -37.2% | -29.5% |
| YTD | +38.3% | +15.3% | +22.9% | +38.8% |
| 1Y | +26.2% | +9.7% | +16.5% | +26.7% |
| 3Y | +79.0% | +64.7% | +14.3% | +81.2% |
| 5Y | -60.4% | +57.3% | -117.6% | -59.6% |
| 10Y | +638.6% | +195.9% | +442.7% | +780.7% |
| All | +627.6% | +179.7% | +447.9% | +816.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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