-41.2%
RIG vs WST
+341.6%
-382.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -0.7% | -2.0% | +1.3% | -0.3% |
| 3M | -4.0% | +4.1% | -8.1% | -5.0% |
| 6M | -6.3% | +47.4% | -53.8% | -14.8% |
| YTD | +39.7% | +25.4% | +14.3% | +31.7% |
| 1Y | +78.1% | +35.3% | +42.8% | +65.4% |
| 3Y | -29.5% | -11.7% | -17.8% | -31.7% |
| 5Y | +65.3% | -24.0% | +89.3% | +59.4% |
| All | -41.2% | +341.6% | -382.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling