-85.1%
RUN vs BBWI
-67.6%
-17.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | -13.5% | +0.1% | -13.7% | -13.5% |
| 30D | +18.3% | +12.9% | +5.4% | +11.0% |
| 3M | -12.5% | +16.0% | -28.5% | -20.8% |
| 6M | -40.3% | +16.6% | -56.9% | -46.4% |
| YTD | -53.1% | +9.7% | -62.8% | -57.3% |
| 1Y | -54.3% | +1.5% | -55.8% | -57.9% |
| 3Y | -6.5% | -21.4% | +14.9% | -10.0% |
| All | -85.1% | -67.6% | -17.5% | -78.1% |
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