-28.9%
RIG vs WCN
+18.2%
-47.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -4.2% | -4.4% | +0.3% | -3.6% |
| 30D | -0.7% | -4.4% | +3.8% | -0.1% |
| 3M | -4.0% | +0.5% | -4.5% | -4.3% |
| 6M | -6.3% | -3.3% | -3.1% | -6.0% |
| YTD | +39.7% | -8.5% | +48.2% | +41.1% |
| 1Y | +78.1% | -8.9% | +87.0% | +80.0% |
| All | -28.9% | +18.2% | -47.1% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling