+330.3%
WM vs RIO
+354.4%
-24.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +13.0% | -9.1% | +22.1% | +14.4% |
| 3M | +9.2% | -13.7% | +22.9% | +11.3% |
| 6M | +13.6% | -24.3% | +38.0% | +17.8% |
| YTD | +12.4% | +8.9% | +3.5% | +9.1% |
| 1Y | +21.2% | +22.7% | -1.4% | +15.2% |
| 3Y | +48.7% | +51.2% | -2.5% | +34.4% |
| 5Y | +61.9% | +88.1% | -26.2% | +36.8% |
| All | +330.3% | +354.4% | -24.1% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling