-15.3%
RIG vs WM
+48.6%
-63.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.1% |
| 7D | +5.7% | +3.2% | +2.5% | +5.7% |
| 30D | -0.7% | +13.0% | -13.7% | -1.0% |
| 3M | -3.1% | +9.2% | -12.4% | -3.4% |
| 6M | -16.3% | +13.6% | -30.0% | -16.8% |
| YTD | +34.1% | +12.4% | +21.7% | +33.6% |
| 1Y | +38.2% | +21.2% | +16.9% | +37.3% |
| 3Y | -15.3% | +48.7% | -64.0% | -15.2% |
| All | -15.3% | +48.6% | -63.9% | -15.2% |
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