+642.9%
WDC vs RIO
+354.4%
+288.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | +12.1% | -0.9% | +13.0% | +12.9% |
| 30D | -18.8% | -9.1% | -9.7% | -13.7% |
| 3M | -39.3% | -13.7% | -25.6% | -33.6% |
| 6M | -40.1% | -24.3% | -15.8% | -28.5% |
| YTD | +71.8% | +8.9% | +62.9% | +65.5% |
| 1Y | +88.5% | +22.7% | +65.8% | +69.1% |
| 3Y | +770.0% | +51.2% | +718.8% | +575.5% |
| 5Y | +549.0% | +88.1% | +460.9% | +320.0% |
| All | +642.9% | +354.4% | +288.4% | +208.6% |
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