-50.0%
RIG vs WM
+331.3%
-381.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.6% |
| 7D | +4.3% | +1.2% | +3.1% | +3.6% |
| 30D | -5.8% | +15.2% | -21.1% | -13.4% |
| 3M | -6.7% | +8.3% | -15.0% | -11.3% |
| 6M | -18.7% | +13.1% | -31.8% | -25.1% |
| YTD | +28.8% | +12.5% | +16.3% | +18.4% |
| 1Y | +28.8% | +21.8% | +7.0% | +12.7% |
| 3Y | -20.0% | +48.8% | -68.8% | -41.5% |
| 5Y | +56.0% | +62.1% | -6.1% | +5.0% |
| All | -50.0% | +331.3% | -381.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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