-42.2%
RIG vs WAB
+296.8%
-339.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.5% | -4.1% | +3.5% | +2.9% |
| 3M | -6.0% | +8.2% | -14.1% | -14.2% |
| 6M | -10.1% | +15.4% | -25.5% | -24.8% |
| YTD | +37.3% | +33.1% | +4.1% | +0.7% |
| 1Y | +73.9% | +48.1% | +25.9% | +14.5% |
| 3Y | -30.2% | +167.7% | -197.9% | -74.4% |
| 5Y | +62.5% | +225.7% | -163.3% | -51.5% |
| All | -42.2% | +296.8% | -339.0% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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