-60.7%
RIG vs WAB
+4,115.8%
-4,176.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -2.7% | +1.7% | -4.4% | -3.5% |
| 30D | +9.5% | -2.4% | +11.9% | +10.6% |
| 3M | -6.6% | +9.7% | -16.3% | -11.3% |
| 6M | -2.9% | +16.5% | -19.4% | -11.1% |
| YTD | +39.5% | +33.7% | +5.7% | +20.1% |
| 1Y | +82.3% | +49.7% | +32.6% | +48.8% |
| 3Y | -29.6% | +170.9% | -200.5% | -55.8% |
| 5Y | +63.2% | +228.0% | -164.9% | -4.7% |
| 10Y | -45.0% | +284.8% | -329.8% | -68.1% |
| All | -60.7% | +4,115.8% | -4,176.5% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling