+313.2%
WMB vs RIO
+605.0%
-291.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | +4.6% | +4.0% | +0.6% | +2.7% |
| 3M | +5.7% | +4.5% | +1.2% | +3.2% |
| 6M | +4.2% | +17.3% | -13.1% | -3.9% |
| YTD | +26.8% | +36.2% | -9.3% | +9.3% |
| 1Y | +34.7% | +76.1% | -41.5% | +3.7% |
| 3Y | +146.8% | +102.5% | +44.3% | +74.0% |
| 5Y | +285.0% | +103.5% | +181.5% | +160.3% |
| 10Y | +313.2% | +619.2% | -306.0% | +71.8% |
| All | +313.2% | +605.0% | -291.8% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling