+815.8%
WDC vs RIO
+52.3%
+763.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.8% |
| 7D | +16.3% | +0.1% | +16.1% | +16.3% |
| 30D | -18.3% | -10.5% | -7.7% | -11.3% |
| 3M | -31.4% | -15.9% | -15.5% | -22.7% |
| 6M | -36.3% | -22.3% | -14.0% | -24.0% |
| YTD | +80.8% | +9.3% | +71.5% | +76.4% |
| 1Y | +87.7% | +23.0% | +64.7% | +71.9% |
| All | +815.8% | +52.3% | +763.5% | +659.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling