+640.5%
RIOT vs WST
+527.4%
+113.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +20.8% | +4.9% | +15.9% | +18.2% |
| 30D | +7.0% | +10.7% | -3.7% | +1.9% |
| 3M | -12.3% | +16.8% | -29.1% | -18.7% |
| 6M | -27.3% | +32.0% | -59.2% | -36.8% |
| YTD | +40.7% | +49.9% | -9.2% | +13.8% |
| 1Y | +15.3% | +50.6% | -35.3% | -7.1% |
| 3Y | +72.1% | +21.4% | +50.7% | +34.7% |
| 5Y | -59.7% | -0.6% | -59.1% | -65.0% |
| 10Y | +651.6% | +449.4% | +202.2% | +345.2% |
| All | +640.5% | +527.4% | +113.1% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling