+4,284.2%
WEC vs RIO
+6,008.3%
-1,724.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | -1.3% | +4.0% | -5.3% | -1.8% |
| 3M | -3.9% | +0.1% | -4.1% | -4.1% |
| 6M | -8.3% | +12.7% | -21.0% | -9.9% |
| YTD | +3.1% | +35.6% | -32.5% | -1.1% |
| 1Y | +1.9% | +73.7% | -71.8% | -5.1% |
| 3Y | +41.9% | +93.3% | -51.4% | +29.7% |
| 5Y | +30.8% | +92.4% | -61.6% | +18.2% |
| 10Y | +141.9% | +606.9% | -465.0% | +82.8% |
| All | +4,284.2% | +6,008.3% | -1,724.1% | +2,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling