-86.4%
RIG vs NWSA
+123.2%
-209.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.1% |
| 7D | -2.7% | -2.6% | -0.1% | -0.7% |
| 30D | +9.5% | +4.6% | +4.9% | +5.6% |
| 3M | -6.6% | +10.2% | -16.8% | -14.9% |
| 6M | -2.9% | +21.6% | -24.5% | -18.8% |
| YTD | +39.5% | +14.6% | +24.8% | +20.1% |
| 1Y | +82.3% | +0.4% | +81.9% | +72.5% |
| 3Y | -29.6% | +45.0% | -74.6% | -51.7% |
| 5Y | +63.2% | +41.3% | +21.9% | +8.9% |
| 10Y | -45.0% | +142.8% | -187.8% | -76.5% |
| All | -86.4% | +123.2% | -209.5% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling