+39.7%
RIG vs WCN
+16.1%
+23.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.8% | -10.4% | -7.6% |
| 7D | -18.8% | +6.7% | -25.5% | -18.9% |
| 30D | -1.1% | +24.3% | -25.4% | -2.1% |
| 3M | +4.4% | +16.1% | -11.7% | +4.0% |
| 6M | -20.8% | +19.9% | -40.7% | -21.5% |
| YTD | +32.0% | +10.1% | +21.9% | +32.8% |
| 1Y | +39.7% | +14.4% | +25.3% | +39.3% |
| All | +39.7% | +16.1% | +23.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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