+1,188.5%
WDC vs RIO
+608.6%
+579.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -4.3% | -3.2% | -1.1% | -2.3% |
| 30D | -1.5% | +0.9% | -2.4% | -2.5% |
| 3M | -15.5% | -1.4% | -14.1% | -14.7% |
| 6M | +66.5% | +10.9% | +55.5% | +56.7% |
| YTD | +159.9% | +31.2% | +128.6% | +123.0% |
| 1Y | +366.0% | +67.9% | +298.0% | +246.0% |
| 3Y | +1,285.8% | +88.8% | +1,197.0% | +839.8% |
| 5Y | +925.6% | +93.1% | +832.5% | +557.9% |
| All | +1,188.5% | +608.6% | +579.9% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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