-46.5%
RUN vs BBWI
-31.4%
-15.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -2.7% |
| 7D | -3.7% | -4.8% | +1.1% | -2.4% |
| 30D | -13.0% | +3.5% | -16.5% | -14.7% |
| 3M | -31.8% | -0.3% | -31.5% | -32.1% |
| 6M | -32.2% | -5.4% | -26.9% | -31.7% |
| YTD | -53.5% | -4.7% | -48.8% | -52.3% |
| 1Y | -46.5% | -30.5% | -16.1% | -43.2% |
| All | -46.5% | -31.4% | -15.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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