-49.6%
RIG vs SW
+183.3%
-232.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -17.0% | +1.8% | -18.8% | -17.2% |
| 30D | -6.2% | +7.0% | -13.2% | -7.1% |
| 3M | -1.7% | -7.6% | +5.9% | -1.0% |
| 6M | -19.2% | +8.5% | -27.8% | -20.9% |
| YTD | +25.2% | +17.7% | +7.5% | +20.8% |
| 1Y | +29.9% | +27.1% | +2.8% | +24.0% |
| 3Y | -21.3% | +48.2% | -69.5% | -25.9% |
| 5Y | +40.5% | -2.3% | +42.8% | +33.6% |
| 10Y | -49.6% | +183.3% | -232.9% | -59.0% |
| All | -49.6% | +183.3% | -232.9% | -59.0% |
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