-46.0%
RIG vs WST
+11,258.0%
-11,304.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -2.6% | +1.1% | -3.6% | -2.8% |
| 30D | -5.2% | +12.4% | -17.6% | -8.0% |
| 3M | -8.6% | +17.6% | -26.2% | -12.4% |
| 6M | -18.9% | +28.3% | -47.2% | -24.4% |
| YTD | +28.6% | +50.5% | -21.9% | +14.2% |
| 1Y | +25.5% | +49.4% | -23.9% | +11.6% |
| 3Y | -20.2% | +21.9% | -42.0% | -29.9% |
| 5Y | +53.9% | +0.4% | +53.5% | +38.9% |
| 10Y | -48.8% | +451.5% | -500.3% | -73.7% |
| All | -46.0% | +11,258.0% | -11,304.0% | -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