+8,449.8%
WFC vs RIO
+4,806.4%
+3,643.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +7.0% | -9.1% | +16.1% | +10.2% |
| 3M | -1.8% | -13.7% | +11.9% | +2.6% |
| 6M | +18.4% | -24.3% | +42.7% | +28.3% |
| YTD | -5.6% | +8.9% | -14.5% | -9.6% |
| 1Y | +3.9% | +22.7% | -18.8% | -4.2% |
| 3Y | +126.3% | +51.2% | +75.2% | +92.2% |
| 5Y | +91.1% | +88.1% | +3.0% | +48.4% |
| 10Y | +118.5% | +352.3% | -233.8% | +27.7% |
| All | +8,449.8% | +4,806.4% | +3,643.4% | +2,405.3% |
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 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