-46.0%
RIG vs WM
+3,542.0%
-3,588.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | -5.2% | +13.8% | -19.0% | -9.3% |
| 3M | -8.6% | +6.4% | -15.0% | -10.7% |
| 6M | -18.9% | +13.2% | -32.1% | -22.6% |
| YTD | +28.6% | +10.8% | +17.8% | +23.4% |
| 1Y | +25.5% | +20.2% | +5.3% | +17.2% |
| 3Y | -20.2% | +46.5% | -66.6% | -30.9% |
| 5Y | +53.9% | +61.3% | -7.3% | +28.5% |
| 10Y | -48.8% | +324.8% | -373.6% | -67.5% |
| All | -46.0% | +3,542.0% | -3,588.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling