+148.9%
WFC vs RIOT
+958.3%
-809.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | +3.8% | +14.8% | -11.0% | +2.8% |
| 30D | +1.5% | +1.4% | +0.1% | +1.2% |
| 3M | +10.9% | -20.6% | +31.5% | +11.6% |
| 6M | +8.4% | +31.9% | -23.5% | +5.2% |
| YTD | -1.9% | +72.1% | -73.9% | -6.8% |
| 1Y | +12.3% | +65.7% | -53.3% | +6.4% |
| 3Y | +132.3% | +97.5% | +34.9% | +110.1% |
| 5Y | +130.1% | -36.7% | +166.8% | +108.6% |
| 10Y | +134.4% | +550.1% | -415.8% | +69.2% |
| All | +148.9% | +958.3% | -809.4% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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