-87.5%
RIG vs WCN
+6,767.3%
-6,854.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +9.5% | -2.1% | +11.6% | +10.1% |
| 3M | -6.6% | +6.4% | -13.0% | -8.7% |
| 6M | -2.9% | -3.7% | +0.8% | -2.3% |
| YTD | +39.5% | -6.4% | +45.8% | +41.2% |
| 1Y | +82.3% | -7.9% | +90.2% | +85.1% |
| 3Y | -29.6% | +20.8% | -50.4% | -34.6% |
| 5Y | +63.2% | +29.0% | +34.2% | +48.7% |
| 10Y | -45.0% | +236.4% | -281.3% | -60.6% |
| All | -87.5% | +6,767.3% | -6,854.8% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling