+222.2%
ACWI vs RUN
+133.0%
+89.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.8% |
| 7D | +0.3% | +18.1% | -17.7% | -1.3% |
| 30D | -2.8% | +27.5% | -30.3% | -5.3% |
| 3M | -3.2% | -4.5% | +1.4% | -3.2% |
| 6M | +1.3% | -33.3% | +34.6% | +4.1% |
| YTD | +11.2% | -47.1% | +58.3% | +15.0% |
| 1Y | +13.8% | -43.1% | +56.9% | +16.5% |
| 3Y | +76.2% | -3.0% | +79.2% | +51.6% |
| 5Y | +59.5% | -82.6% | +142.1% | +58.1% |
| 10Y | +222.2% | +103.3% | +118.9% | +116.4% |
| All | +222.2% | +133.0% | +89.2% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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