-40.5%
RIG vs WM
+3,204.5%
-3,245.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +13.8% | -2.4% | +16.2% | +14.6% |
| 3M | -6.4% | +0.4% | -6.8% | -6.9% |
| 6M | -8.2% | -9.5% | +1.3% | -5.8% |
| YTD | +41.6% | +0.5% | +41.1% | +40.6% |
| 1Y | +88.7% | -1.1% | +89.8% | +87.8% |
| 3Y | -30.9% | +46.0% | -76.9% | -40.1% |
| 5Y | +57.7% | +51.8% | +5.9% | +34.4% |
| 10Y | -39.3% | +307.5% | -346.8% | -60.7% |
| All | -40.5% | +3,204.5% | -3,245.1% | -73.1% |
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