+111.7%
RIOT vs WSM
+230.1%
-118.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +5.7% | -7.7% | +13.4% | +10.1% |
| 3M | -17.9% | +3.8% | -21.6% | -20.0% |
| 6M | +45.0% | +22.7% | +22.3% | +30.0% |
| YTD | +69.5% | +28.0% | +41.4% | +50.0% |
| 1Y | +37.2% | +12.7% | +24.5% | +28.1% |
| 3Y | +111.7% | +231.3% | -119.5% | +19.8% |
| All | +111.7% | +230.1% | -118.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling