+356.5%
WELL vs RIO
+605.0%
-248.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | +0.7% | +4.0% | -3.3% | -0.4% |
| 3M | +14.5% | +4.5% | +10.0% | +12.8% |
| 6M | +14.4% | +17.3% | -2.9% | +8.6% |
| YTD | +28.5% | +36.2% | -7.7% | +16.4% |
| 1Y | +41.8% | +76.1% | -34.4% | +18.9% |
| 3Y | +202.8% | +102.5% | +100.3% | +139.2% |
| 5Y | +208.8% | +103.5% | +105.3% | +136.7% |
| 10Y | +356.5% | +619.2% | -262.6% | +154.5% |
| All | +356.5% | +605.0% | -248.4% | +154.5% |
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