-80.3%
RUN vs BBWI
-68.8%
-11.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.3% | +1.7% | -1.5% |
| 7D | -1.8% | -4.4% | +2.6% | +0.2% |
| 30D | -10.8% | -7.4% | -3.5% | -8.6% |
| 3M | -30.2% | -2.2% | -27.9% | -30.6% |
| 6M | -22.3% | -16.3% | -6.0% | -18.0% |
| YTD | -52.2% | -9.1% | -43.0% | -51.6% |
| 1Y | -45.1% | -34.5% | -10.6% | -36.3% |
| 3Y | -37.1% | -47.0% | +9.9% | -24.1% |
| 5Y | -80.3% | -68.8% | -11.4% | -69.3% |
| All | -80.3% | -68.8% | -11.4% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling