-45.9%
RIG vs WST
+11,215.1%
-11,261.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.3% | +4.9% | -0.5% | +3.0% |
| 30D | -5.8% | +10.7% | -16.5% | -8.3% |
| 3M | -6.7% | +16.8% | -23.5% | -10.4% |
| 6M | -18.7% | +32.0% | -50.6% | -24.7% |
| YTD | +28.8% | +49.9% | -21.1% | +14.5% |
| 1Y | +28.8% | +50.6% | -21.8% | +14.3% |
| 3Y | -20.0% | +21.4% | -41.4% | -29.7% |
| 5Y | +56.0% | -0.6% | +56.6% | +41.1% |
| 10Y | -48.7% | +449.4% | -498.1% | -73.7% |
| All | -45.9% | +11,215.1% | -11,261.0% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling