+805.4%
RIOT vs WM
+343.6%
+461.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.6% |
| 7D | +14.8% | -0.3% | +15.1% | +14.9% |
| 30D | +1.4% | -2.4% | +3.8% | +2.2% |
| 3M | -20.6% | +0.4% | -21.1% | -22.0% |
| 6M | +31.9% | -9.5% | +41.4% | +34.8% |
| YTD | +72.1% | +0.5% | +71.6% | +66.9% |
| 1Y | +65.7% | -1.1% | +66.7% | +60.9% |
| 3Y | +97.5% | +46.0% | +51.4% | +51.7% |
| 5Y | -36.7% | +51.8% | -88.5% | -52.9% |
| 10Y | +550.1% | +307.5% | +242.6% | +280.6% |
| All | +805.4% | +343.6% | +461.8% | +499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling