-46.7%
RIG vs WM
+3,480.9%
-3,527.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.4% |
| 7D | -24.5% | +1.2% | -25.7% | -24.9% |
| 30D | -2.8% | +13.1% | -15.9% | -6.8% |
| 3M | +1.6% | +3.6% | -2.1% | 0.0% |
| 6M | -15.9% | +8.1% | -24.0% | -18.6% |
| YTD | +26.9% | +8.9% | +18.0% | +22.4% |
| 1Y | +34.4% | +20.3% | +14.0% | +25.4% |
| 3Y | -21.2% | +46.2% | -67.4% | -31.8% |
| 5Y | +46.4% | +59.9% | -13.5% | +22.5% |
| 10Y | -45.8% | +345.6% | -391.4% | -66.0% |
| All | -46.7% | +3,480.9% | -3,527.6% | -76.6% |
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 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