+619.6%
RIOT vs WST
+456.5%
+163.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.4% |
| 7D | +4.8% | +4.2% | +0.6% | +2.7% |
| 30D | +16.0% | +11.2% | +4.8% | +10.2% |
| 3M | -8.8% | +20.4% | -29.2% | -17.0% |
| 6M | -29.7% | +37.9% | -67.6% | -40.5% |
| YTD | +38.3% | +51.8% | -13.5% | +10.3% |
| 1Y | +26.2% | +56.6% | -30.4% | -1.2% |
| 3Y | +79.0% | +24.2% | +54.7% | +36.5% |
| 5Y | -60.4% | +0.7% | -61.0% | -65.9% |
| All | +619.6% | +456.5% | +163.1% | +567.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling