+10,839.2%
WM vs RIO
+6,008.3%
+4,830.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.4% | +4.0% | -6.3% | -3.1% |
| 3M | +0.4% | +0.1% | +0.3% | 0.0% |
| 6M | -9.5% | +12.7% | -22.2% | -12.0% |
| YTD | +0.5% | +35.6% | -35.1% | -5.7% |
| 1Y | -1.1% | +73.7% | -74.8% | -11.4% |
| 3Y | +46.0% | +93.3% | -47.3% | +27.0% |
| 5Y | +51.8% | +92.4% | -40.6% | +29.7% |
| 10Y | +307.5% | +606.9% | -299.4% | +166.4% |
| All | +10,839.2% | +6,008.3% | +4,830.9% | +4,456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling