-42.0%
RIG vs WSM
+39,957.0%
-39,998.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -8.2% | +2.6% | -10.8% | -8.7% |
| 30D | -0.2% | -9.3% | +9.1% | +1.7% |
| 3M | -2.7% | +7.1% | -9.8% | -4.5% |
| 6M | -7.5% | +21.7% | -29.2% | -12.2% |
| YTD | +38.3% | +28.7% | +9.5% | +29.5% |
| 1Y | +81.8% | +13.9% | +68.0% | +74.3% |
| 3Y | -30.2% | +232.2% | -262.4% | -47.1% |
| 5Y | +59.9% | +176.4% | -116.4% | +22.6% |
| 10Y | -41.9% | +1,072.4% | -1,114.3% | -66.2% |
| All | -42.0% | +39,957.0% | -39,998.9% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling