+61.3%
WM vs RIO
+93.1%
-31.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +13.8% | -9.9% | +23.7% | +14.2% |
| 3M | +6.4% | -14.0% | +20.4% | +6.9% |
| 6M | +13.2% | -19.5% | +32.7% | +14.2% |
| YTD | +10.8% | +11.5% | -0.8% | +8.6% |
| 1Y | +20.2% | +26.9% | -6.8% | +16.5% |
| 3Y | +46.5% | +55.1% | -8.7% | +38.0% |
| 5Y | +61.3% | +90.7% | -29.4% | +44.9% |
| All | +61.3% | +93.1% | -31.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling