-50.7%
RIG vs WM
+329.9%
-380.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -12.2% | +1.2% | -13.4% | -12.9% |
| 30D | -6.0% | +13.7% | -19.7% | -12.9% |
| 3M | -9.4% | +5.2% | -14.7% | -12.6% |
| 6M | -19.1% | +11.2% | -30.2% | -24.9% |
| YTD | +25.4% | +9.4% | +16.0% | +17.0% |
| 1Y | +23.3% | +20.4% | +2.9% | +8.4% |
| 3Y | -22.1% | +44.7% | -66.8% | -42.2% |
| 5Y | +50.1% | +58.5% | -8.3% | +2.1% |
| 10Y | -50.7% | +326.4% | -377.0% | -75.4% |
| All | -50.7% | +329.9% | -380.5% | -75.4% |
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