-32.1%
RIOT vs WM
+52.1%
-84.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.2% |
| 7D | +14.8% | -0.3% | +15.1% | +14.8% |
| 30D | +1.4% | -2.4% | +3.8% | +1.6% |
| 3M | -20.6% | +0.4% | -21.1% | -21.6% |
| 6M | +31.9% | -9.5% | +41.4% | +33.8% |
| YTD | +72.1% | +0.5% | +71.6% | +68.2% |
| 1Y | +65.7% | -1.1% | +66.7% | +62.7% |
| 3Y | +97.5% | +46.0% | +51.4% | +57.3% |
| All | -32.1% | +52.1% | -84.2% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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