-28.9%
RIG vs NWSA
+43.0%
-71.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | -4.2% | -4.8% | +0.6% | -2.7% |
| 30D | -0.7% | +3.0% | -3.7% | -1.7% |
| 3M | -4.0% | +9.3% | -13.3% | -7.4% |
| 6M | -6.3% | +23.2% | -29.5% | -14.5% |
| YTD | +39.7% | +13.3% | +26.4% | +32.1% |
| 1Y | +78.1% | +2.9% | +75.2% | +76.3% |
| All | -28.9% | +43.0% | -71.9% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling