-42.2%
RIG vs WCN
+235.9%
-278.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -3.1% | 0.0% | -1.3% |
| 30D | -0.5% | -3.4% | +2.9% | +1.4% |
| 3M | -6.0% | +3.0% | -8.9% | -8.4% |
| 6M | -10.1% | -3.8% | -6.4% | -9.3% |
| YTD | +37.3% | -8.3% | +45.6% | +42.3% |
| 1Y | +73.9% | -9.7% | +83.7% | +81.1% |
| 3Y | -30.2% | +17.2% | -47.3% | -41.7% |
| 5Y | +62.5% | +25.3% | +37.2% | +26.9% |
| All | -42.2% | +235.9% | -278.1% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling