+682.0%
WDC vs RIG
-48.2%
+730.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +16.3% | +4.3% | +12.0% | +15.3% |
| 30D | -18.3% | -5.8% | -12.4% | -17.2% |
| 3M | -31.4% | -6.7% | -24.8% | -30.6% |
| 6M | -36.3% | -18.7% | -17.6% | -34.2% |
| YTD | +80.8% | +28.8% | +52.0% | +68.9% |
| 1Y | +87.7% | +28.8% | +58.9% | +75.2% |
| 3Y | +819.4% | -20.0% | +839.4% | +798.3% |
| 5Y | +583.2% | +56.0% | +527.2% | +441.1% |
| All | +682.0% | -48.2% | +730.2% | +491.1% |
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