-47.9%
RIG vs SW
+177.1%
-224.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.2% |
| 7D | +5.7% | -2.9% | +8.7% | +6.1% |
| 30D | -0.7% | +5.0% | -5.7% | -1.5% |
| 3M | -3.1% | -13.7% | +10.5% | -1.5% |
| 6M | -16.3% | +8.0% | -24.3% | -18.1% |
| YTD | +34.1% | +14.0% | +20.2% | +30.0% |
| 1Y | +38.2% | +25.6% | +12.5% | +32.0% |
| 3Y | -15.3% | +40.1% | -55.4% | -19.7% |
| 5Y | +62.5% | -2.6% | +65.1% | +54.7% |
| All | -47.9% | +177.1% | -224.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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