-43.7%
RIG vs WEC
+2,914.3%
-2,958.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.8% |
| 7D | +5.7% | +2.3% | +3.4% | +5.0% |
| 30D | -0.7% | +11.1% | -11.8% | -4.2% |
| 3M | -3.1% | +8.4% | -11.6% | -6.0% |
| 6M | -16.3% | +7.5% | -23.8% | -18.8% |
| YTD | +34.1% | +15.3% | +18.8% | +27.3% |
| 1Y | +38.2% | +9.7% | +28.4% | +33.3% |
| 3Y | -15.3% | +64.7% | -80.0% | -29.6% |
| 5Y | +62.5% | +57.3% | +5.2% | +35.6% |
| 10Y | -46.6% | +195.9% | -242.5% | -66.5% |
| All | -43.7% | +2,914.3% | -2,958.0% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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