-42.2%
RIG vs BBWI
-55.0%
+12.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -3.5% |
| 7D | -3.1% | -4.8% | +1.7% | -1.9% |
| 30D | -0.5% | +3.5% | -4.0% | -2.2% |
| 3M | -6.0% | -0.3% | -5.7% | -7.9% |
| 6M | -10.1% | -5.4% | -4.8% | -12.9% |
| YTD | +37.3% | -4.7% | +42.0% | +32.2% |
| 1Y | +73.9% | -30.5% | +104.4% | +82.0% |
| 3Y | -30.2% | -44.3% | +14.2% | -25.4% |
| 5Y | +62.5% | -66.9% | +129.3% | +92.6% |
| All | -42.2% | -55.0% | +12.8% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling