+127.9%
WFC vs RIO
+90.3%
+37.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.9% |
| 7D | +0.3% | -3.4% | +3.6% | +1.2% |
| 30D | +2.3% | +0.6% | +1.7% | +2.0% |
| 3M | +9.8% | +2.5% | +7.2% | +8.6% |
| 6M | +15.6% | +10.8% | +4.8% | +11.1% |
| YTD | -2.4% | +30.5% | -32.9% | -11.2% |
| 1Y | +13.8% | +68.1% | -54.3% | -4.5% |
| 3Y | +134.6% | +94.0% | +40.6% | +84.0% |
| 5Y | +127.9% | +92.0% | +35.9% | +69.3% |
| All | +127.9% | +90.3% | +37.6% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling