-41.2%
RIG vs WAT
+166.5%
-207.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | -4.2% | -2.9% | -1.3% | -3.0% |
| 30D | -0.7% | -3.2% | +2.5% | +0.5% |
| 3M | -4.0% | +10.6% | -14.6% | -8.4% |
| 6M | -6.3% | +34.0% | -40.4% | -19.7% |
| YTD | +39.7% | +5.7% | +34.0% | +32.3% |
| 1Y | +78.1% | +37.1% | +41.0% | +48.3% |
| 3Y | -29.5% | +52.4% | -81.8% | -46.8% |
| 5Y | +65.3% | -4.4% | +69.7% | +54.5% |
| All | -41.2% | +166.5% | -207.7% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling