+30,100.8%
WDC vs RIG
-40.2%
+30,141.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.8% | +8.7% | +6.5% |
| 7D | +1.7% | +0.9% | +0.9% | +1.4% |
| 30D | -10.0% | +13.8% | -23.8% | -12.8% |
| 3M | -18.8% | -6.4% | -12.4% | -17.8% |
| 6M | +79.0% | -8.2% | +87.2% | +80.0% |
| YTD | +171.6% | +41.6% | +129.9% | +145.9% |
| 1Y | +417.4% | +88.7% | +328.7% | +336.3% |
| 3Y | +1,251.8% | -30.9% | +1,282.6% | +1,261.0% |
| 5Y | +911.7% | +57.7% | +854.0% | +661.3% |
| 10Y | +1,399.6% | -39.3% | +1,438.9% | +883.0% |
| All | +30,100.8% | -40.2% | +30,141.0% | +17,440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling