+3,729.5%
WMB vs RIG
-40.2%
+3,769.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +1.0% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +3.3% | +13.8% | -10.6% | -0.9% |
| 3M | +3.1% | -6.4% | +9.5% | +4.2% |
| 6M | -0.7% | -8.2% | +7.5% | -0.2% |
| YTD | +25.2% | +41.6% | -16.5% | +9.4% |
| 1Y | +32.9% | +88.7% | -55.8% | +4.8% |
| 3Y | +140.6% | -30.9% | +171.4% | +135.1% |
| 5Y | +273.5% | +57.7% | +215.8% | +142.6% |
| 10Y | +334.2% | -39.3% | +373.5% | +122.2% |
| All | +3,729.5% | -40.2% | +3,769.7% | +2,446.5% |
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 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