+11,754.0%
WM vs RIO
+4,852.5%
+6,901.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +1.2% | +2.2% | -1.0% | +0.8% |
| 30D | +13.1% | -10.1% | +23.2% | +15.0% |
| 3M | +3.6% | -14.1% | +17.8% | +6.1% |
| 6M | +8.1% | -18.9% | +27.0% | +11.3% |
| YTD | +8.9% | +9.9% | -1.0% | +5.8% |
| 1Y | +20.3% | +27.0% | -6.7% | +13.8% |
| 3Y | +46.2% | +50.1% | -3.9% | +32.7% |
| 5Y | +59.9% | +95.3% | -35.4% | +35.9% |
| 10Y | +345.6% | +425.9% | -80.3% | +206.4% |
| All | +11,754.0% | +4,852.5% | +6,901.5% | +5,009.4% |
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