-42.2%
RIG vs WAT
+170.9%
-213.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -0.5% | -1.9% | +1.4% | +0.1% |
| 3M | -6.0% | +13.5% | -19.5% | -11.2% |
| 6M | -10.1% | +37.2% | -47.4% | -23.8% |
| YTD | +37.3% | +7.5% | +29.8% | +29.1% |
| 1Y | +73.9% | +35.0% | +38.9% | +46.1% |
| 3Y | -30.2% | +55.1% | -85.3% | -47.7% |
| 5Y | +62.5% | -2.8% | +65.3% | +50.8% |
| All | -42.2% | +170.9% | -213.1% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WAT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling