+12.5%
ACWI vs RUN
-50.6%
+63.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -3.0% | +0.9% |
| 7D | -0.7% | +3.2% | -3.8% | -1.1% |
| 30D | -2.0% | +19.5% | -21.5% | -3.7% |
| 3M | -2.2% | -9.6% | +7.4% | -1.7% |
| 6M | +1.9% | -37.3% | +39.2% | +5.0% |
| YTD | +12.0% | -50.7% | +62.7% | +14.6% |
| 1Y | +12.5% | -54.1% | +66.6% | +15.6% |
| All | +12.5% | -50.6% | +63.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling