-42.0%
RIG vs GWW
+6,671.7%
-6,713.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -0.2% | -1.4% | +1.3% | +0.3% |
| 3M | -2.7% | -3.6% | +0.9% | -1.6% |
| 6M | -7.5% | +15.1% | -22.6% | -14.9% |
| YTD | +38.3% | +27.5% | +10.8% | +20.7% |
| 1Y | +81.8% | +29.6% | +52.2% | +56.7% |
| 3Y | -30.2% | +90.1% | -120.3% | -50.2% |
| 5Y | +59.9% | +222.6% | -162.7% | -13.7% |
| 10Y | -41.9% | +566.5% | -608.4% | -76.8% |
| All | -42.0% | +6,671.7% | -6,713.7% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling