-42.2%
RIG vs GWW
+570.2%
-612.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -3.1% | -3.4% | +0.3% | -0.8% |
| 30D | -0.5% | -1.9% | +1.4% | +0.4% |
| 3M | -6.0% | -2.4% | -3.6% | -5.4% |
| 6M | -10.1% | +15.7% | -25.9% | -20.5% |
| YTD | +37.3% | +27.6% | +9.7% | +13.0% |
| 1Y | +73.9% | +27.2% | +46.7% | +42.4% |
| 3Y | -30.2% | +89.7% | -119.8% | -57.4% |
| 5Y | +62.5% | +223.9% | -161.5% | -36.1% |
| All | -42.2% | +570.2% | -612.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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