+23.1%
RIG vs SW
+26.3%
-3.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.3% |
| 7D | -17.0% | +1.8% | -18.8% | -17.1% |
| 30D | -6.2% | +7.0% | -13.2% | -6.5% |
| 3M | -1.7% | -7.6% | +5.9% | -1.1% |
| 6M | -19.2% | +8.5% | -27.8% | -20.8% |
| YTD | +25.2% | +17.7% | +7.5% | +18.3% |
| All | +23.1% | +26.3% | -3.2% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling