-58.4%
RIOT vs WM
+61.9%
-120.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +4.8% | +3.2% | +1.6% | +4.9% |
| 30D | +16.0% | +13.0% | +3.0% | +15.4% |
| 3M | -8.8% | +9.2% | -18.0% | -9.1% |
| 6M | -29.7% | +13.6% | -43.3% | -31.2% |
| YTD | +38.3% | +12.4% | +25.9% | +34.5% |
| 1Y | +26.2% | +21.2% | +5.0% | +19.0% |
| 3Y | +79.0% | +48.7% | +30.3% | +48.7% |
| All | -58.4% | +61.9% | -120.2% | -69.2% |
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