-40.5%
RIG vs WST
+9,246.9%
-9,287.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +0.9% | +0.7% | +0.1% | +0.7% |
| 30D | +13.8% | -3.1% | +17.0% | +14.7% |
| 3M | -6.4% | +7.2% | -13.6% | -8.4% |
| 6M | -8.2% | +36.8% | -45.0% | -16.5% |
| YTD | +41.6% | +23.8% | +17.8% | +32.3% |
| 1Y | +88.7% | +37.8% | +50.9% | +71.5% |
| 3Y | -30.9% | -15.9% | -15.0% | -32.9% |
| 5Y | +57.7% | -25.8% | +83.5% | +53.5% |
| 10Y | -39.3% | +319.6% | -358.9% | -66.6% |
| All | -40.5% | +9,246.9% | -9,287.4% | -81.9% |
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