+39.7%
RIG vs BBWI
+2.4%
+37.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.7% | -7.4% |
| 7D | -18.8% | +8.8% | -27.6% | -18.4% |
| 30D | -1.1% | +34.8% | -35.9% | +0.3% |
| 3M | +4.4% | +12.9% | -8.5% | +5.2% |
| 6M | -20.8% | +29.6% | -50.4% | -20.2% |
| YTD | +32.0% | +20.8% | +11.2% | +35.4% |
| 1Y | +39.7% | +4.1% | +35.7% | +46.8% |
| All | +39.7% | +2.4% | +37.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling