-42.2%
RIG vs WCC
+541.6%
-583.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -3.9% |
| 7D | -3.1% | +1.5% | -4.6% | -4.2% |
| 30D | -0.5% | -2.1% | +1.6% | -0.2% |
| 3M | -6.0% | +3.8% | -9.8% | -10.5% |
| 6M | -10.1% | +35.0% | -45.1% | -29.9% |
| YTD | +37.3% | +46.4% | -9.1% | +1.5% |
| 1Y | +73.9% | +63.0% | +10.9% | +18.5% |
| 3Y | -30.2% | +133.9% | -164.1% | -66.1% |
| 5Y | +62.5% | +226.5% | -164.1% | -46.7% |
| All | -42.2% | +541.6% | -583.8% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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