+296.4%
WBD vs RIG
-89.0%
+385.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | +5.0% | +9.5% | -4.5% | +2.8% |
| 3M | +6.2% | -6.6% | +12.9% | +7.2% |
| 6M | +0.6% | -2.9% | +3.5% | -0.2% |
| YTD | -2.4% | +39.5% | -41.9% | -11.2% |
| 1Y | +127.7% | +82.3% | +45.4% | +94.2% |
| 3Y | +148.4% | -29.6% | +178.0% | +147.9% |
| 5Y | +4.2% | +63.2% | -58.9% | -20.0% |
| 10Y | +10.8% | -45.0% | +55.8% | -22.5% |
| All | +296.4% | -89.0% | +385.4% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling