-45.0%
RIG vs WM
+305.2%
-350.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +9.5% | -4.3% | +13.9% | +12.1% |
| 3M | -6.6% | +0.8% | -7.4% | -7.9% |
| 6M | -2.9% | -10.8% | +7.9% | +2.5% |
| YTD | +39.5% | -0.1% | +39.5% | +37.6% |
| 1Y | +82.3% | +1.0% | +81.3% | +77.7% |
| 3Y | -29.6% | +45.1% | -74.7% | -48.5% |
| 5Y | +63.2% | +52.1% | +11.1% | +12.3% |
| 10Y | -45.0% | +302.9% | -347.9% | -77.6% |
| All | -45.0% | +305.2% | -350.2% | -77.6% |
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