+11.4%
WBD vs RIG
-41.2%
+52.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | -0.7% | -3.1% | +2.3% | -0.2% |
| 30D | +1.4% | -0.5% | +1.9% | +1.4% |
| 3M | +4.4% | -6.0% | +10.4% | +5.1% |
| 6M | +0.8% | -10.1% | +11.0% | +1.6% |
| YTD | -2.7% | +37.3% | -40.0% | -9.9% |
| 1Y | +73.4% | +73.9% | -0.5% | +52.9% |
| 3Y | +142.1% | -30.2% | +172.3% | +140.9% |
| 5Y | +7.2% | +62.5% | -55.2% | -13.2% |
| All | +11.4% | -41.2% | +52.5% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling