-42.0%
RIG vs WY
+300.5%
-342.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -8.2% | -1.7% | -6.5% | -7.4% |
| 30D | -0.2% | -9.9% | +9.7% | +5.0% |
| 3M | -2.7% | -7.5% | +4.8% | +0.3% |
| 6M | -7.5% | -5.1% | -2.3% | -6.8% |
| YTD | +38.3% | -2.1% | +40.4% | +36.4% |
| 1Y | +81.8% | -7.3% | +89.2% | +84.0% |
| 3Y | -30.2% | -22.6% | -7.6% | -22.7% |
| 5Y | +59.9% | -19.8% | +79.7% | +72.8% |
| 10Y | -41.9% | +9.6% | -51.5% | -43.8% |
| All | -42.0% | +300.5% | -342.4% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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