+6,910.4%
WMB vs RIO
+6,008.3%
+902.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +3.3% | +4.0% | -0.7% | +1.2% |
| 3M | +3.1% | +0.1% | +3.0% | +2.2% |
| 6M | -0.7% | +12.7% | -13.4% | -7.4% |
| YTD | +25.2% | +35.6% | -10.4% | +7.2% |
| 1Y | +32.9% | +73.7% | -40.8% | +1.8% |
| 3Y | +140.6% | +93.3% | +47.3% | +71.6% |
| 5Y | +273.5% | +92.4% | +181.0% | +158.2% |
| 10Y | +334.2% | +606.9% | -272.7% | +62.3% |
| All | +6,910.4% | +6,008.3% | +902.2% | +1,119.5% |
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 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