+1,228.2%
WDC vs RIG
-40.1%
+1,268.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | +4.4% | -4.2% | +8.6% | +5.2% |
| 30D | +5.3% | -0.7% | +6.0% | +5.3% |
| 3M | -5.9% | -4.0% | -1.9% | -5.5% |
| 6M | +73.2% | -6.3% | +79.6% | +73.2% |
| YTD | +167.8% | +39.7% | +128.1% | +146.5% |
| 1Y | +386.0% | +78.1% | +307.9% | +324.5% |
| 3Y | +1,309.7% | -29.5% | +1,339.2% | +1,308.0% |
| 5Y | +957.1% | +65.3% | +891.8% | +725.5% |
| All | +1,228.2% | -40.1% | +1,268.3% | +838.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling