-47.9%
RIG vs WAT
+222.4%
-270.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.3% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | -0.7% | +5.4% | -6.1% | -3.1% |
| 3M | -3.1% | +11.3% | -14.5% | -7.8% |
| 6M | -16.3% | +37.4% | -53.7% | -27.6% |
| YTD | +34.1% | +21.2% | +13.0% | +19.6% |
| 1Y | +38.2% | +21.3% | +16.8% | +22.9% |
| 3Y | -15.3% | +83.4% | -98.7% | -41.3% |
| 5Y | +62.5% | +29.0% | +33.5% | +30.1% |
| All | -47.9% | +222.4% | -270.3% | -73.9% |
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