+46.0%
WM vs RIO
+92.9%
-46.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.4% | +4.0% | -6.3% | -2.2% |
| 3M | +0.4% | +0.1% | +0.3% | +0.8% |
| 6M | -9.5% | +12.7% | -22.2% | -9.4% |
| YTD | +0.5% | +35.6% | -35.1% | -0.2% |
| 1Y | -1.1% | +73.7% | -74.8% | -3.1% |
| All | +46.0% | +92.9% | -46.8% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling