-29.6%
RIG vs WST
-15.5%
-14.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +9.5% | -4.6% | +14.1% | +10.2% |
| 3M | -6.6% | +5.7% | -12.3% | -7.6% |
| 6M | -2.9% | +37.6% | -40.4% | -8.5% |
| YTD | +39.5% | +23.0% | +16.4% | +33.6% |
| 1Y | +82.3% | +33.8% | +48.4% | +73.0% |
| 3Y | -29.6% | -13.4% | -16.2% | -32.1% |
| All | -29.6% | -15.5% | -14.0% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling