+281.4%
WMB vs RIO
+354.4%
-73.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.8% | -0.9% | +8.7% | +8.2% |
| 30D | -5.1% | -9.1% | +4.0% | -1.7% |
| 3M | -4.7% | -13.7% | +9.0% | +0.4% |
| 6M | -7.4% | -24.3% | +16.9% | +2.0% |
| YTD | +17.5% | +8.9% | +8.6% | +10.1% |
| 1Y | +19.5% | +22.7% | -3.2% | +6.3% |
| 3Y | +121.3% | +51.2% | +70.1% | +75.3% |
| 5Y | +200.5% | +88.1% | +112.4% | +105.7% |
| All | +281.4% | +354.4% | -73.1% | +103.5% |
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