-42.2%
RIG vs WTW
+198.0%
-240.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.1% | -5.7% | +2.6% | +0.5% |
| 30D | -0.5% | -7.3% | +6.7% | +4.0% |
| 3M | -6.0% | +21.5% | -27.4% | -18.0% |
| 6M | -10.1% | +9.6% | -19.8% | -17.3% |
| YTD | +37.3% | -3.3% | +40.6% | +35.0% |
| 1Y | +73.9% | -6.1% | +80.1% | +74.3% |
| 3Y | -30.2% | +61.8% | -92.0% | -55.8% |
| 5Y | +62.5% | +42.7% | +19.8% | +12.1% |
| All | -42.2% | +198.0% | -240.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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