+4,761.4%
WEC vs RIO
+4,925.9%
-164.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +12.0% | -9.9% | +21.9% | +13.3% |
| 3M | +11.1% | -14.0% | +25.1% | +12.9% |
| 6M | +6.0% | -19.5% | +25.5% | +8.3% |
| YTD | +14.3% | +11.5% | +2.7% | +12.1% |
| 1Y | +8.0% | +26.9% | -19.0% | +4.3% |
| 3Y | +62.8% | +55.1% | +7.7% | +52.7% |
| 5Y | +55.3% | +90.7% | -35.4% | +40.6% |
| 10Y | +193.2% | +363.3% | -170.2% | +132.7% |
| All | +4,761.4% | +4,925.9% | -164.5% | +2,714.0% |
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