-42.2%
RIG vs NWSA
+149.4%
-191.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -3.1% | -2.8% | -0.3% | -0.9% |
| 30D | -0.5% | +3.0% | -3.6% | -3.1% |
| 3M | -6.0% | +12.3% | -18.3% | -15.9% |
| 6M | -10.1% | +21.9% | -32.0% | -25.7% |
| YTD | +37.3% | +13.6% | +23.7% | +18.2% |
| 1Y | +73.9% | +0.5% | +73.4% | +64.1% |
| 3Y | -30.2% | +43.8% | -73.9% | -53.1% |
| 5Y | +62.5% | +41.2% | +21.3% | +4.4% |
| All | -42.2% | +149.4% | -191.6% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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