-62.3%
RIG vs WAT
+10,816.8%
-10,879.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +0.9% | -1.3% | +2.1% | +1.2% |
| 30D | +13.8% | +2.3% | +11.5% | +13.0% |
| 3M | -6.4% | +8.7% | -15.1% | -8.9% |
| 6M | -8.2% | +28.3% | -36.5% | -15.9% |
| YTD | +41.6% | +7.8% | +33.9% | +35.7% |
| 1Y | +88.7% | +36.6% | +52.1% | +68.4% |
| 3Y | -30.9% | +45.7% | -76.5% | -40.4% |
| 5Y | +57.7% | -3.3% | +61.0% | +50.0% |
| 10Y | -39.3% | +162.1% | -201.4% | -55.9% |
| All | -62.3% | +10,816.8% | -10,879.1% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling