+56.2%
RIG vs NWSA
+40.0%
+16.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -2.8% | -0.3% | -1.7% |
| 30D | -0.5% | +3.0% | -3.6% | -2.1% |
| 3M | -6.0% | +12.3% | -18.3% | -12.4% |
| 6M | -10.1% | +21.9% | -32.0% | -20.5% |
| YTD | +37.3% | +13.6% | +23.7% | +25.2% |
| 1Y | +73.9% | +0.5% | +73.4% | +69.8% |
| 3Y | -30.2% | +43.8% | -73.9% | -46.2% |
| All | +56.2% | +40.0% | +16.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling