+328.7%
WM vs RIO
+392.9%
-64.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.3% |
| 7D | -0.5% | +4.4% | -4.9% | -1.1% |
| 30D | +13.3% | -8.9% | +22.2% | +14.7% |
| 3M | +4.4% | -12.7% | +17.1% | +6.2% |
| 6M | +10.8% | -16.2% | +27.0% | +13.1% |
| YTD | +9.1% | +13.4% | -4.3% | +5.3% |
| 1Y | +19.1% | +30.9% | -11.8% | +12.1% |
| 3Y | +45.7% | +60.2% | -14.5% | +30.6% |
| 5Y | +60.4% | +98.9% | -38.5% | +34.3% |
| 10Y | +328.7% | +381.4% | -52.7% | +203.0% |
| All | +328.7% | +392.9% | -64.2% | +203.0% |
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