+8,786.6%
WFC vs RIO
+6,008.3%
+2,778.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +1.5% | +4.0% | -2.5% | +0.1% |
| 3M | +10.9% | +0.1% | +10.7% | +10.3% |
| 6M | +8.4% | +12.7% | -4.3% | +3.4% |
| YTD | -1.9% | +35.6% | -37.4% | -12.1% |
| 1Y | +12.3% | +73.7% | -61.3% | -7.3% |
| 3Y | +132.3% | +93.3% | +39.0% | +82.6% |
| 5Y | +130.1% | +92.4% | +37.6% | +77.2% |
| 10Y | +134.4% | +606.9% | -472.6% | +19.7% |
| All | +8,786.6% | +6,008.3% | +2,778.3% | +2,333.9% |
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