+214.0%
ACWI vs RUN
-23.6%
+237.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -2.4% | +33.4% | -35.8% | -4.9% |
| 30D | -5.2% | +31.1% | -36.3% | -7.6% |
| 3M | -4.8% | +6.4% | -11.2% | -5.8% |
| 6M | -1.3% | -22.2% | +20.9% | -0.1% |
| YTD | +8.4% | -45.8% | +54.2% | +11.6% |
| 1Y | +11.0% | -51.1% | +62.2% | +15.0% |
| 3Y | +70.6% | -3.0% | +73.6% | +49.1% |
| 5Y | +55.3% | -82.2% | +137.5% | +52.9% |
| 10Y | +223.2% | +111.9% | +111.3% | +136.0% |
| All | +214.0% | -23.6% | +237.6% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling