+73.9%
RIG vs WAT
+38.4%
+35.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.6% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -0.5% | -1.9% | +1.4% | -0.6% |
| 3M | -6.0% | +13.5% | -19.5% | -5.1% |
| 6M | -10.1% | +37.2% | -47.4% | -9.4% |
| YTD | +37.3% | +7.5% | +29.8% | +43.7% |
| 1Y | +73.9% | +35.0% | +38.9% | +64.0% |
| All | +73.9% | +38.4% | +35.6% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling