+63.6%
RIG vs BBWI
-69.0%
+132.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.4% |
| 7D | -8.2% | -4.4% | -3.8% | -7.4% |
| 30D | -0.2% | -7.4% | +7.2% | +1.0% |
| 3M | -2.7% | -2.2% | -0.5% | -4.0% |
| 6M | -7.5% | -16.3% | +8.9% | -6.6% |
| YTD | +38.3% | -9.1% | +47.4% | +35.9% |
| 1Y | +81.8% | -34.5% | +116.4% | +93.5% |
| 3Y | -30.2% | -47.0% | +16.8% | -24.2% |
| All | +63.6% | -69.0% | +132.6% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling