+485.8%
RIOT vs WST
+344.2%
+141.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -1.5% | +1.8% | -3.4% | -2.5% |
| 30D | +5.7% | -1.7% | +7.4% | +6.6% |
| 3M | -17.9% | +4.9% | -22.7% | -20.1% |
| 6M | +45.0% | +45.5% | -0.6% | +19.3% |
| YTD | +69.5% | +26.1% | +43.3% | +48.7% |
| 1Y | +37.2% | +31.7% | +5.5% | +17.1% |
| 3Y | +111.7% | -12.1% | +123.8% | +99.4% |
| 5Y | -27.5% | -23.6% | -3.9% | -28.3% |
| All | +485.8% | +344.2% | +141.6% | +246.4% |
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