+56.2%
RIG vs WSM
+175.3%
-119.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -0.5% | -7.7% | +7.2% | +1.6% |
| 3M | -6.0% | +3.8% | -9.7% | -7.6% |
| 6M | -10.1% | +22.7% | -32.8% | -17.2% |
| YTD | +37.3% | +28.0% | +9.3% | +24.6% |
| 1Y | +73.9% | +12.7% | +61.2% | +63.7% |
| 3Y | -30.2% | +231.3% | -261.4% | -54.7% |
| All | +56.2% | +175.3% | -119.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling