-25.4%
RIG vs WWD
+15,097.2%
-15,122.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | +9.5% | -6.4% | +15.9% | +12.1% |
| 3M | -6.6% | -5.6% | -1.0% | -5.9% |
| 6M | -2.9% | -9.1% | +6.2% | -2.1% |
| YTD | +39.5% | +12.5% | +27.0% | +27.8% |
| 1Y | +82.3% | +41.3% | +40.9% | +50.9% |
| 3Y | -29.6% | +170.2% | -199.8% | -56.1% |
| 5Y | +63.2% | +192.5% | -129.3% | -3.1% |
| 10Y | -45.0% | +476.9% | -521.9% | -73.1% |
| All | -25.4% | +15,097.2% | -15,122.6% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling