-42.2%
RIG vs WWD
+498.2%
-540.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.6% |
| 7D | -3.1% | -2.6% | -0.5% | -1.5% |
| 30D | -0.5% | -6.9% | +6.4% | +3.6% |
| 3M | -6.0% | -13.0% | +7.1% | +0.7% |
| 6M | -10.1% | -12.5% | +2.3% | -7.5% |
| YTD | +37.3% | +11.8% | +25.4% | +17.3% |
| 1Y | +73.9% | +41.1% | +32.9% | +23.7% |
| 3Y | -30.2% | +163.1% | -193.2% | -70.1% |
| 5Y | +62.5% | +187.6% | -125.2% | -38.6% |
| All | -42.2% | +498.2% | -540.4% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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