+13.8%
WFC vs RIO
+67.4%
-53.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.2% |
| 7D | +0.3% | -3.4% | +3.6% | +0.7% |
| 30D | +2.3% | +0.6% | +1.7% | +2.1% |
| 3M | +9.8% | +2.5% | +7.2% | +9.4% |
| 6M | +15.6% | +10.8% | +4.8% | +12.6% |
| YTD | -2.4% | +30.5% | -32.9% | -7.2% |
| 1Y | +13.8% | +68.1% | -54.3% | +5.8% |
| All | +13.8% | +67.4% | -53.5% | +5.8% |
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