+180.3%
WMB vs RIO
+94.1%
+86.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -13.8% | +2.2% | -16.1% | -14.4% |
| 30D | -10.3% | -10.1% | -0.2% | -8.0% |
| 3M | -10.1% | -14.1% | +4.1% | -6.8% |
| 6M | -11.8% | -18.9% | +7.1% | -7.7% |
| YTD | +8.9% | +9.9% | -1.0% | +3.5% |
| 1Y | +14.0% | +27.0% | -13.0% | +3.5% |
| 3Y | +100.5% | +50.1% | +50.4% | +69.4% |
| All | +180.3% | +94.1% | +86.2% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling