+594.0%
RIOT vs WM
+380.7%
+213.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.1% | +15.3% | +13.8% |
| 7D | +30.4% | +1.2% | +29.2% | +29.7% |
| 30D | -9.9% | +13.1% | -22.9% | -14.3% |
| 3M | -21.2% | +3.6% | -24.8% | -22.8% |
| 6M | -29.5% | +8.1% | -37.6% | -33.1% |
| YTD | +31.9% | +8.9% | +23.0% | +23.4% |
| 1Y | -3.6% | +20.3% | -24.0% | -14.6% |
| 3Y | +51.8% | +46.2% | +5.6% | +17.8% |
| 5Y | -46.9% | +59.9% | -106.8% | -61.3% |
| 10Y | +677.5% | +345.6% | +331.9% | +341.9% |
| All | +594.0% | +380.7% | +213.3% | +343.0% |
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 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