+2.5%
WFC vs RIO
+29.3%
-26.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.7% |
| 7D | +4.5% | -1.6% | +6.1% | +4.6% |
| 30D | +7.4% | -11.6% | +18.9% | +9.0% |
| 3M | -0.5% | -12.7% | +12.2% | +1.0% |
| 6M | +11.7% | -12.4% | +24.1% | +12.8% |
| YTD | -4.6% | +11.0% | -15.6% | -8.2% |
| 1Y | +2.5% | +30.8% | -28.3% | -10.8% |
| All | +2.5% | +29.3% | -26.8% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling