+11,810.2%
WM vs RIO
+4,900.4%
+6,909.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.7% |
| 7D | +1.2% | +3.6% | -2.4% | +0.5% |
| 30D | +13.7% | -10.8% | +24.5% | +15.8% |
| 3M | +5.2% | -15.2% | +20.4% | +8.0% |
| 6M | +11.2% | -18.0% | +29.2% | +14.3% |
| YTD | +9.4% | +11.0% | -1.6% | +6.1% |
| 1Y | +20.4% | +26.4% | -6.0% | +14.0% |
| 3Y | +44.7% | +54.4% | -9.7% | +30.7% |
| 5Y | +58.5% | +98.1% | -39.6% | +34.3% |
| 10Y | +326.4% | +358.5% | -32.2% | +200.5% |
| All | +11,810.2% | +4,900.4% | +6,909.8% | +5,024.4% |
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 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