-42.2%
RIG vs WU
-39.1%
-3.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | -3.1% | -3.5% | +0.4% | -0.9% |
| 30D | -0.5% | -2.9% | +2.4% | +1.1% |
| 3M | -6.0% | -2.3% | -3.7% | -9.1% |
| 6M | -10.1% | -25.4% | +15.2% | +3.9% |
| YTD | +37.3% | -21.2% | +58.5% | +51.3% |
| 1Y | +73.9% | -8.9% | +82.8% | +69.3% |
| 3Y | -30.2% | -29.0% | -1.2% | -21.4% |
| 5Y | +62.5% | -50.7% | +113.2% | +139.5% |
| All | -42.2% | -39.1% | -3.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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