-29.7%
RIG vs WAT
+53.4%
-83.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -8.2% | -1.8% | -6.4% | -7.8% |
| 30D | -0.2% | -1.7% | +1.5% | +0.2% |
| 3M | -2.7% | +9.1% | -11.8% | -5.0% |
| 6M | -7.5% | +32.4% | -39.9% | -15.5% |
| YTD | +38.3% | +6.6% | +31.7% | +35.3% |
| 1Y | +81.8% | +34.7% | +47.1% | +61.9% |
| All | -29.7% | +53.4% | -83.1% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling