-28.6%
RIG vs WM
+46.1%
-74.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +13.8% | -2.4% | +16.2% | +13.9% |
| 3M | -6.4% | +0.4% | -6.8% | -6.7% |
| 6M | -8.2% | -9.5% | +1.3% | -7.6% |
| YTD | +41.6% | +0.5% | +41.1% | +41.4% |
| 1Y | +88.7% | -1.1% | +89.8% | +88.9% |
| All | -28.6% | +46.1% | -74.7% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling