+65.3%
RIG vs WAB
+220.1%
-154.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.0% |
| 30D | -0.7% | -5.9% | +5.2% | +3.6% |
| 3M | -4.0% | +9.4% | -13.4% | -11.8% |
| 6M | -6.3% | +13.8% | -20.2% | -18.7% |
| YTD | +39.7% | +31.8% | +7.9% | +7.5% |
| 1Y | +78.1% | +48.5% | +29.6% | +22.9% |
| 3Y | -29.5% | +167.0% | -196.4% | -70.9% |
| 5Y | +65.3% | +222.3% | -157.0% | -43.9% |
| All | +65.3% | +220.1% | -154.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling