-15.3%
RIG vs WAB
+168.8%
-184.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.6% |
| 7D | +5.7% | +5.1% | +0.7% | +2.5% |
| 30D | -0.7% | +4.0% | -4.7% | -3.5% |
| 3M | -3.1% | +0.1% | -3.2% | -3.9% |
| 6M | -16.3% | +12.8% | -29.1% | -24.3% |
| YTD | +34.1% | +40.1% | -5.9% | +0.2% |
| 1Y | +38.2% | +46.4% | -8.2% | -0.8% |
| 3Y | -15.3% | +167.4% | -182.7% | -66.9% |
| All | -15.3% | +168.8% | -184.1% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling