-19.9%
RUN vs BBWI
-53.2%
+33.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | -13.5% | +0.1% | -13.7% | -13.5% |
| 30D | +18.3% | +12.9% | +5.4% | +12.6% |
| 3M | -12.5% | +16.0% | -28.5% | -18.9% |
| 6M | -40.3% | +16.6% | -56.9% | -45.0% |
| YTD | -53.1% | +9.7% | -62.8% | -56.2% |
| 1Y | -54.3% | +1.5% | -55.8% | -56.9% |
| 3Y | -6.5% | -21.4% | +14.9% | -6.5% |
| 5Y | -85.3% | -67.6% | -17.7% | -80.7% |
| 10Y | +68.9% | -46.8% | +115.7% | +42.2% |
| All | -19.9% | -53.2% | +33.3% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling