-31.8%
RIG vs BWA
+3,424.3%
-3,456.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | -2.7% | +4.3% | -7.0% | -4.7% |
| 30D | +9.5% | -2.9% | +12.4% | +10.8% |
| 3M | -6.6% | -12.4% | +5.8% | -1.2% |
| 6M | -2.9% | +28.6% | -31.4% | -16.3% |
| YTD | +39.5% | +48.2% | -8.8% | +11.0% |
| 1Y | +82.3% | +50.9% | +31.4% | +43.1% |
| 3Y | -29.6% | +72.2% | -101.7% | -49.1% |
| 5Y | +63.2% | +91.1% | -27.9% | +11.0% |
| 10Y | -45.0% | +144.0% | -189.0% | -63.4% |
| All | -31.8% | +3,424.3% | -3,456.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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