-26.7%
RIOT vs WSM
+175.3%
-202.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.1% |
| 30D | +5.7% | -7.7% | +13.4% | +11.4% |
| 3M | -17.9% | +3.8% | -21.6% | -20.7% |
| 6M | +45.0% | +22.7% | +22.3% | +25.6% |
| YTD | +69.5% | +28.0% | +41.4% | +43.5% |
| 1Y | +37.2% | +12.7% | +24.5% | +25.3% |
| 3Y | +111.7% | +231.3% | -119.5% | -25.7% |
| All | -26.7% | +175.3% | -202.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling