+595.8%
WDC vs RIG
+42.7%
+553.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -16.7% | -12.2% | -4.5% | -14.3% |
| 30D | -27.2% | -6.0% | -21.2% | -26.2% |
| 3M | -34.0% | -9.4% | -24.6% | -32.8% |
| 6M | -39.7% | -19.1% | -20.7% | -37.7% |
| YTD | +68.1% | +25.4% | +42.6% | +57.2% |
| 1Y | +66.3% | +23.3% | +43.0% | +55.9% |
| 3Y | +754.4% | -22.1% | +776.5% | +723.3% |
| 5Y | +595.8% | +50.1% | +545.6% | +481.5% |
| All | +595.8% | +42.7% | +553.1% | +481.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling